This partial answer places additional restrictions on $U$.
Constructing unitaries with infinite order
By KAK decomposition, $U$ can be written as
$$
U=(A_1\otimes A_0)e^{i\alpha X\otimes X + i\beta Y\otimes Y + i\gamma Z\otimes Z} (B_1\otimes B_0)\tag1
$$
for $A_i,B_i\in SU(2)$ and $\alpha,\beta,\gamma\in\mathbb{R}$. First, consider the case where $U=e^{i\alpha X\otimes X}$. If $\alpha$ is not a rational multiple of $\pi$ then $U$ has infinite order. Assume then that $\alpha=\frac{m\pi}{n}$ for $m,n$ relatively prime positive integers. Let $k$ be the multiplicative inverse of $m$ in $\mathbb{Z}_n^*$ and define
$$
\begin{align}
V&=U^{2k}=\exp\left(\frac{i\pi }{n}X\otimes X\right)\\
W&=(I\otimes H)V(I\otimes H)=\exp\left(\frac{i\pi}{n}X\otimes Z\right).\tag2
\end{align}
$$
We have
$$
\begin{align}
VW&=\left(\cos\frac{\pi}{n}+i\sin\frac{\pi}{n}X\otimes X\right)\left(\cos\frac{\pi}{n}+i\sin\frac{\pi}{n}X\otimes Z\right)\\
&=\cos^2\frac{\pi}{n}+i\sin\frac{\pi}{n}\left[\cos\frac{\pi}{n}X\otimes X+\cos\frac{\pi}{n}X\otimes Z+\sin\frac{\pi}{n}I\otimes Y\right].\tag3
\end{align}
$$
The two-qubit Pauli operators in square brackets square to identity and anti-commute pairwise, so the whole expression in square brackets itself squares to a scalar multiple of identity and we may rewrite $(3)$ as
$$
\begin{align}
VW&=\cos\lambda\pi+i\sin\lambda\pi A\\
&=\exp(i\lambda\pi A)\tag4
\end{align}
$$
for some $\lambda\in\mathbb{R}$ and some operator $A$ with $A^2=I$. In analogy with the single-qubit case, the last expression for $VW$ may be interpreted as a rotation around the axis $A$ through angle $\lambda/2$.
Now, if $\lambda\notin\mathbb{Q}$ then $VW$ has infinite order. Thus, if $n\in\mathbb{Z}_+$ is such that
$$
\cos^2\frac{\pi}{n}=\cos\lambda\pi\tag5
$$
for an irrational $\lambda$ then $U=e^{i\frac{m\pi}{n}X\otimes X}$ and Hadamard generate an infinite subgroup of $U(4)$.
Special values of $n$
Let's consider a few concrete values of $n$.
- If $n=1$, then $\lambda=0\in\mathbb{Q}$, but $U=-I\in C_2$.
- If $n=2$, then $\lambda=\frac12\in\mathbb{Q}$, but $U=iX\otimes X\in C_2$.
- If $n=3$, then $\cos\lambda\pi=\frac14$ and $\lambda\notin\mathbb{Q}$ by Niven's theorem.
- If $n=4$, then $\lambda=\frac13\in\mathbb{Q}$, but once again $U=\frac{1+iX\otimes X}{\sqrt2}\in C_2$.
- If $n=8$, then we can follow the argument in the classical proof that $H$ and $T$ gates are universal for $SU(2)$. Namely, we note that the minimal polynomial of $e^{2\pi i\lambda}$
$$
x^4 + x^3 + \frac14 x^2 + x + 1\tag6
$$
has a coefficient which is not an integer, so the polynomial is not cyclotomic. By theorem B.1 in Appendix B of this paper we conclude that $\lambda\notin\mathbb{Q}$.
If $n$ is divisible by $8$ or $3$, then we can reduce to one of the cases above by raising $V$ and $W$ to the appropriate power. In general, we can reduce the case of an arbitrary integer $n$ to the case corresponding to any of its prime divisors.
Primes checked on computer
We can check if some of the odd primes greater than $3$ give rise to an infinite order unitary using the following python script
import sympy
# Strictly speaking, we only need to look at prime n, but
# we can also check equation (6) while we're at it.
for n in [2, 3, 4, 5, 6, 7, 8] + [sympy.prime(i) for i in range(5, 100)]:
c = sympy.cos(sympy.pi / n)
a = (c ** 2 + sympy.I * sympy.sqrt(1 - c ** 4)) ** 2
m = sympy.AlgebraicNumber(a).minpoly.monic()
coeffs = m.all_coeffs()
print(not all(c.is_integer for c in coeffs), n, coeffs)
which computed
False 2 [1, 1]
True 3 [1, 7/4, 1]
False 4 [1, 1, 1]
True 5 [1, 9/4, 41/16, 9/4, 1]
True 6 [1, -1/4, 1]
True 7 [1, 11/4, 29/8, 239/64, 29/8, 11/4, 1]
True 8 [1, 1, 1/4, 1, 1]
True 11 [1, 15/4, 13/2, 493/64, 2027/256, 8119/1024, 2027/256, 493/64, 13/2, 15/4, 1]
True 13 [1, 17/4, 133/16, 43/4, 1467/128, 11827/1024, 47321/4096, 11827/1024, 1467/128, 43/4, 133/16, 17/4, 1]
True 17 [1, 21/4, 203/16, 627/32, 5951/256, 12463/512, 50209/2048, 100469/4096, 1607521/65536, 100469/4096, 50209/2048, 12463/512, 5951/256, 627/32, 203/16, 21/4, 1]
True 19 [1, 23/4, 61/4, 1641/64, 8293/256, 35889/1024, 9129/256, 292755/8192, 2342325/65536, 9369319/262144, 2342325/65536, 292755/8192, 9129/256, 35889/1024, 8293/256, 1641/64, 61/4, 23/4, 1]
True 23 [1, 27/4, 169/8, 2663/64, 959/16, 18081/256, 38255/512, 1240605/16384, 4972287/65536, 19892437/262144, 39785127/524288, 318281039/4194304, 39785127/524288, 19892437/262144, 4972287/65536, 1240605/16384, 38255/512, 18081/256, 959/16, 2663/64, 169/8, 27/4, 1]
True 29 [1, 33/4, 509/16, 617/8, 17209/128, 189031/1024, 883405/4096, 939607/4096, 7657361/32768, 30751215/131072, 123075359/524288, 15385221/65536, 984656783/4194304, 15754509543/67108864, 63018038201/268435456, 15754509543/67108864, 984656783/4194304, 15385221/65536, 123075359/524288, 30751215/131072, 7657361/32768, 939607/4096, 883405/4096, 189031/1024, 17209/128, 617/8, 509/16, 33/4, 1]
True 31 [1, 35/4, 287/8, 5923/64, 21921/128, 126899/512, 308699/1024, 5386235/16384, 11102899/32768, 44762051/131072, 89654271/262144, 717364337/2097152, 1434749227/4194304, 5739000597/16777216, 11478001349/33554432, 367296043199/1073741824, 11478001349/33554432, 5739000597/16777216, 1434749227/4194304, 717364337/2097152, 89654271/262144, 44762051/131072, 11102899/32768, 5386235/16384, 308699/1024, 126899/512, 21921/128, 5923/64, 287/8, 35/4, 1]
True 37 [1, 41/4, 793/16, 2421/16, 10577/32, 571305/1024, 3164007/4096, 118491/128, 66143577/65536, 273701283/262144, 1106365967/1048576, 1109114697/1048576, 4438382899/4194304, 35508987303/33554432, 142036606517/134217728, 71018321185/67108864, 4545172591693/4294967296, 18180690368881/17179869184, 72722761475561/68719476736, 18180690368881/17179869184, 4545172591693/4294967296, 71018321185/67108864, 142036606517/134217728, 35508987303/33554432, 4438382899/4194304, 1109114697/1048576, 1106365967/1048576, 273701283/262144, 66143577/65536, 118491/128, 3164007/4096, 571305/1024, 10577/32, 2421/16, 793/16, 41/4, 1]
True 41 [1, 45/4, 959/16, 6469/32, 124937/256, 232275/256, 702227/512, 1809903/1024, 33270951/16384, 568272741/262144, 2331750279/1048576, 4700829213/2097152, 37680003819/16777216, 9423427581/4194304, 150782456021/67108864, 301566434987/134217728, 9650129270063/4294967296, 38600517671513/17179869184, 154402070746035/68719476736, 308804141493505/137438953472, 2470433131948081/1099511627776, 308804141493505/137438953472, 154402070746035/68719476736, 38600517671513/17179869184, 9650129270063/4294967296, 301566434987/134217728, 150782456021/67108864, 9423427581/4194304, 37680003819/16777216, 4700829213/2097152, 2331750279/1048576, 568272741/262144, 33270951/16384, 1809903/1024, 702227/512, 232275/256, 124937/256, 6469/32, 959/16, 45/4, 1]
True 43 [1, 47/4, 131/2, 14813/64, 149939/256, 1167743/1024, 1843187/1024, 4932729/2048, 46690691/16384, 203346617/65536, 52721183/16384, 13669999493/4194304, 54875745797/16777216, 219674638973/67108864, 219703389203/67108864, 878827931927/268435456, 14061267674887/4294967296, 56245075867073/17179869184, 28122538036887/8589934592, 899921217256537/274877906944, 3599684869029459/1099511627776, 14398739476117879/4398046511104, 3599684869029459/1099511627776, 899921217256537/274877906944, 28122538036887/8589934592, 56245075867073/17179869184, 14061267674887/4294967296, 878827931927/268435456, 219703389203/67108864, 219674638973/67108864, 54875745797/16777216, 13669999493/4194304, 52721183/16384, 203346617/65536, 46690691/16384, 4932729/2048, 1843187/1024, 1167743/1024, 149939/256, 14813/64, 131/2, 47/4, 1]
showing that if $n$ is divisible by $8$ or by any odd prime up to $43$ then $VW$ has infinite order.
Proof sketch for all odd primes
The output above suggests an approach to proving that $\lambda\notin\mathbb{Q}$ when $n$ is any odd prime using a little bit of algebraic number theory. Specifically, the output suggests that the second coefficient of the monic minimal polynomial of $e^{2\pi i\lambda}$ is $\frac{p+4}{4}$. We will sketch a proof that this is indeed the case for all odd primes $p$.
Let $K$ denote the splitting field of the minimal polynomial of $e^{2\pi i\lambda}$. The second coefficient of the polynomial is equal to the negative trace of $e^{2\pi i\lambda}$ relative to the field extension $K/\mathbb{Q}$. On the other hand, the trace is the sum of all elements of $K$ conjugate to $e^{2\pi i\lambda}$. In this case, the conjugates are $e^{2\pi i\lambda_k}$ for $k=1,2,\dots,p-1$ where
$$
\cos^2\frac{k\pi}{n}=\cos\lambda_k\pi.\tag7
$$
Therefore, the trace of $e^{2\pi i\lambda}$ relative to the field extension $K/\mathbb{Q}$ is
$$
\begin{align}
\mathrm{tr}_{K/\mathbb{Q}}(e^{2\pi i\lambda})&=\sum_{k=1}^{p-1}e^{2\pi i\lambda_k}\\
&=\sum_{k=1}^{p-1}(2\cos^4\frac{\pi k}{p}-1)\\
&=1-p+2\sum_{k=1}^{p-1}\cos^4\frac{\pi k}{p}\\
&=1-p+\frac14\sum_{k=1}^{p-1}\left(3+4\cos\frac{2\pi k}{p}+\cos\frac{4\pi k}{p}\right)\\
&=\frac14-\frac{p}{4}+\sum_{k=1}^{p-1}\cos\frac{2\pi k}{p} + \frac14\sum_{k=1}^{p-1}\cos\frac{4\pi k}{p}\\
&=\frac14-\frac{p}{4}+\sum_{k=0}^{p-1}e^{\frac{2\pi ik}{p}} - 1 + \frac14\left(\sum_{k=0}^{p-1}e^{\frac{4\pi ik}{p}} - 1\right)\\
&=\frac14-\frac{p}{4}-1-\frac14\\
&=-\frac{p+4}{4}
\end{align}\tag8
$$
which agrees with the computer output for odd primes from $3$ to $43$. Thus, the second coefficient of the monic minimal polynomial of $e^{2\pi i\lambda}$ is $\frac{p+4}{4}$ which is not an integer. Therefore, the polynomial is not cyclotomic, so by the previously cited theorem B.1 in Appendix B of this paper we have $\lambda\notin\mathbb{Q}$.
Conclusion
We have shown that if $\alpha\in\{0, \frac{\pi}{4},\frac{\pi}{2},\frac{3\pi}{4},\pi\}$ then $U=e^{i\alpha X\otimes X}\in C_2$ and otherwise $\langle U,H\rangle$ has infinite order. Moreover, $X\otimes X$, $Y\otimes Y$ and $Z\otimes Z$ commute pairwise and exponentiate to single-parameter subgroups of $U(4)$ that coincide only at identity. Therefore, we conclude that every unitary of the form
$$
U=e^{i\alpha X\otimes X + i\beta Y\otimes Y + i\gamma Z\otimes Z}\tag9
$$
either belongs to $C_2$ or $\langle U, H\rangle$ has infinite order. It is easy to further extend the conclusion to unitaries of the form $(1)$ with local unitaries equivalent up to local Cliffords in the sense that $A_iB_i\in C_1$.
This leaves the case of general local unitaries $A_i,B_i$ unresolved. Nevertheless, it appears unlikely that there exists a finite subgroup of $U(4)$ that contains $C_1^{\otimes 2}$ and is not contained in $C_2$.