Using the method showed here proposed by Olivier Oloa with simplifications proposed by Anastasiya-Romanova, it is possible to prove that
$$\sum _{n=1}^{\infty }{\frac {{{\it J}_{0}\left(\,2\,n\right)} {{\it J}_{0}\left(\,n\right)}}{{n}^{2}}}={\frac {5}{8}}+{\frac {1}{6}}\,{\pi }^{2}-4\,{\frac { {\it EllipticE} \left( {\frac {1}{2}} \right) }{\pi }}-\frac{2}{{\pi }}\,\int _{0}^{1}\!{\frac { v\arcsin \left( {\frac {1}{2}}\,v \right) }{\sqrt {1-{v}^{2}}}}{dv} $$
but for the last integral it is possible to have a closed form given by Jack D'Aurizio (Please note that Jack is using the notation for elliptic functions in Mathematica and I am using the more standard notation used by Maple). Then we have
$$\sum _{n=1}^{\infty }{\frac {{{\it J}_{0}\left(\,2\,n\right)} {{\it J}_{0}\left(\,n\right)}}{{n}^{2}}}=-8\,{\frac {{\it EllipticE} \left( \frac {1}{2} \right) }{\pi }}+3\,{\frac {{\it EllipticK} \left( \frac {1}{2} \right) }{\pi }}+\frac {5}{8}+\frac {1}{6}\,{\pi }^{2} $$
According with this result the answer to my question maybe yes. Do you agree?
Using the method showed here proposed by Olivier Oloa with simplifications proposed by Anastasiya-Romanova and which is essentially the method that David H is showing, I am obtaining
$$\sum _{n=1}^{\infty }{\frac {{{\it J}_{0}\left(\,\alpha\,n\right)} {{\it J}_{0}\left(\,\beta\,n\right)}}{{n}^{2}}}=\frac {{\beta}^{2}}{8}\,+\frac{1}{6}\,{ \pi }^{2}+\frac{1}{8}\,{\alpha}^{2}-2\,{\alpha}^{2}{\it EllipticF} \left( { \frac {\beta}{\alpha}},{\frac {\alpha}{\beta}} \right) {\beta}^{-1}{ \pi }^{-1}+2\,\beta\,{\it EllipticF} \left( {\frac {\beta}{\alpha}},{ \frac {\alpha}{\beta}} \right) {\pi }^{-1}-2\,\beta\,{\it EllipticE} \left( {\frac {\beta}{\alpha}},{\frac {\alpha}{\beta}} \right) {\pi } ^{-1}-2\,\beta{\pi }^{-1}\,\int _{0}^{1}\!v\arcsin \left( {\frac {\beta\,v}{ \alpha}} \right) {\frac {1}{\sqrt {1-{v}^{2}}}}{dv} $$
Then there is a closed form if the last integral has a closed form. But for the last integral it is possible to have a closed form given by Daniel H (Please note that Daniel is using the notation for elliptic functions in Mathematica and I am using the more standard notation used by Maple). Then we have the following closed form:
$$\sum _{n=1}^{\infty }{\frac {{{\it J}_{0}\left(\,\alpha\,n\right)} {{\it J}_{0}\left(\,\beta\,n\right)}}{{n}^{2}}}=\frac{1}{8}\,{\beta}^{2}+\frac{1}{6}\,{ \pi }^{2}+\frac{1}{8}\,{\alpha}^{2}-2\,{\alpha}^{2}{\it EllipticF} \left( { \frac {\beta}{\alpha}},{\frac {\alpha}{\beta}} \right) {\beta}^{-1}{ \pi }^{-1}+2\,\beta\,{\it EllipticF} \left( {\frac {\beta}{\alpha}},{ \frac {\alpha}{\beta}} \right) {\pi }^{-1}-2\,\beta\,{\it EllipticE} \left( {\frac {\beta}{\alpha}},{\frac {\alpha}{\beta}} \right) {\pi } ^{-1}-2\,{\beta}^{2}{\it EllipticK} \left( {\frac {\beta}{\alpha}} \right) {\pi }^{-1}{\alpha}^{-1}+2\,\alpha\,{\it EllipticK} \left( { \frac {\beta}{\alpha}} \right) {\pi }^{-1}-2\,\alpha\,{\it EllipticE} \left( {\frac {\beta}{\alpha}} \right) {\pi }^{-1} $$
It is worthwhile to note the following particular case: $$\sum _{n=1}^{\infty }{\frac {{{\it J}_{0}\left(\,\alpha\,n\right)} {{\it J}_{0}\left(\,\frac{1}{2}\,\alpha\,n\right)}}{{n}^{2}}}={\frac {5}{32}}\,{ \alpha}^{2}+\frac{1}{6}\,{\pi }^{2}-3\,{\frac {\alpha\,{\it EllipticF} \left( \frac{1}{2},2 \right) }{\pi }}-{\frac {\alpha\,{\it EllipticE} \left( \frac{1}{2},2 \right) }{\pi }}-2\,{\frac {\alpha\,{\it EllipticE} \left( \frac{1}{2} \right) }{\pi }}+\frac{3}{2}\,{\frac {\alpha\,{\it EllipticK} \left( \frac{1}{2} \right) }{\pi }} $$