Analyze the integrand $f(r)r^2$:
{Expand[Numerator[#]], Denominator[#]} & @ (Apart[f[r]][[#]] r^2 // FullSimplify) & /@ Range[3]
The result exhibits the integrand as a sum of six fractions whose numerators are in the form $\lambda \exp(2 r \alpha / 3) r^k$ for $k=1,2$ and whose common denominator is in the form $(1 + \mu \exp(4 r \alpha / 3))^2$ (after factoring out the constant $A^{8/3}$, which can be incorporated in $\lambda$).
This is still not easy to integrate symbolically. However, from $\exp(\omega r) = 1 + \omega r + (\omega r)^2/2 + \cdots$ it follows (from the absolute convergence of the integrand when the real part of $\alpha$ is positive) that these integrals can be recovered from the MacLaurin series in $\omega$ for
$$\int_0^\infty \frac{\exp(2 r \alpha / 3) \exp(\omega r)}{(1 + \mu \exp(4 r \alpha / 3))^2} dr.$$
The Mathematica expression for this integral is
u = Integrate[Exp[2 r \[Alpha]] Exp[\[Omega] r]/(1 + \[Mu] Exp[4 r \[Alpha]])^2, {r, 0, Infinity}]
Within a few seconds it returns a ConditionalExpression equal to
$$\frac{\frac{4 \alpha \mu }{1+\mu }+\left(-\frac{1}{\mu }\right)^{\frac{1}{4} \left(-2+\frac{\omega }{\alpha }\right)} \mu (2 \alpha -\omega ) \text{Beta}\left[-\frac{1}{\mu },\frac{3}{2}-\frac{\omega }{4 \alpha },0\right]}{16 \alpha ^2 \mu ^2}$$
provided $6 \text{Re}[\alpha ]>\text{Re}[\omega ]$ and $\text{Re}[\alpha ]>0$.
Since we only need this to converge for $\omega$ near $0$, this is tantamount to requiring $\text{Re}(\alpha) \gt 0$, which is clearly the case for otherwise the integral diverges.
Now compute the series coefficients of order $1$ and $2$:
SeriesCoefficient[u[[1]], {\[Omega], 0, 1}]
$\frac{\sqrt{-\frac{1}{\mu }} \text{Beta}\left[-\frac{1}{\mu },\frac{3}{2},0\right]}{16 \alpha ^2}-\frac{\text{HypergeometricPFQ}\left[\left\{1,\frac{3}{2},\frac{3}{2}\right\},\left\{\frac{5}{2},\frac{5}{2}\right\},-\frac{1}{\mu }\right]}{72 \alpha ^2 \mu ^2}$
That was only the first coefficient, but the second is found the same way (replacing the last 1 by 2). The second coefficient is messier, involving a linear combination of regularized generalized hypergeometric functions. Don't forget to multiply it by $2!$. Because so much manipulation and re-assembly is involved in obtaining the final answer (it's going to be a linear combination of $30$ such hypergeometric functions before any simplification), it would be a good idea to check your final result against numeric integrations in a range of representative cases.
Edit
It often helps to reduce the form of an integrand to the simplest possible--this gives Mathematica better chances to identify good simplifications. In this case, the crux of the matter is to find integrals of the form
$$\int_0^\infty \frac{\exp(x(1 + \tau))}{(1 + \exp(2 x + \sigma))^2}dx,$$
which can be obtained from the change of variable $x = 2 r \alpha / 3$ and letting $\mu = \exp(\sigma)$. So we try
Integrate[Exp[x(1 + \[Tau])] / (1 + Exp[2 x + \[Sigma]])^2, {x, 0, Infinity}]
It's still a mess, but the series coefficients are a little simpler than before: they are linear combinations of up to five derivatives of a single ordinary (not regularized, not generalized) hypergeometric function. That at least may be better known and easier to understand and perhaps easier for Mathematica to simplify when everything is recombined.