Lemma. Let $a$ and $b$ be coprime integers, and let $m$ and $n$ be positive integers such that $a^2+2b^2=mn$. Then there are coprime integers $r$ and $s$ such that $m=r^2+2s^2$ divides $br-as$. Furthermore, for any such choice of $r$ and $s$, there are coprime integers $t$ and $u$ such that $a=rt-2su$, $b=ru+st$, and $n=t^2+2u^2$ divides $bt-au$.
Proof. Assume the theorem is false, and let $m$ be a minimal counterexample. Evidently $m > 1$ since the theorem is trivially true for $m=1$.
Note that $b$ is coprime to $m$. Let $A$ be an integer such that $Ab \equiv a\!\pmod{m}$, chosen so that $\tfrac{-m}{2} < A \le \tfrac{m}{2}$. Then $A^2+2 = lm$ for some positive integer $l < m$. Clearly $l$ cannot be a smaller counterexample than $m$, and so there exist coprime integers $r$ and $s$ such that $m=r^2+2s^2$ divides $br-as$.
Let $t = \tfrac{ar+2bs}{m}$ and $u=\tfrac{br-as}{m}$. Direct calculation confirms the equations for $a$, $b$, and $n$. From $n=t^2+2u^2$, we deduce that $t$ is an integer because $u$ is an integer, and $t$ and $u$ are coprime because $\gcd(t,u)$ divides both $a$ and $b$. Finally, note that $n$ divides $bt-au=sn$.
Hence $m$ is not a counterexample, contradicting the original assumption. $\blacksquare$
Corollary. Let $a$ and $b$ be coprime integers with $m$ an integer such that $m^3=a^2+2b^2$. Then there are coprime integers $r$ and $s$ such that $a=r(r^2-6s^2)$ and $b=s(3r^2-2s^2)$.
Proof. Evidently $m$ is odd since $a^2+2b^2$ is at most singly even. And $a$ and $m$ must be coprime. Using the theorem, we have $m=r^2+2s^2$ and $m^2=t^2+2u^2$. Then $m$ divides $a(ur-ts)=t(br-as)-r(bt-au)$, and therefore $m \mid (ur-ts)$. The lemma can then be reapplied with $a$ and $b$ replaced by $t$ and $u$. Repeating the process, we eventually obtain integers $p$ and $q$ such that $p^2+2q^2=1$. The only solution is $q=0$ and $p=\pm1$. Ascending the path back to $a$ and $b$ (reversing signs along the way, if necessary) yields $a=r(r^2-6s^2)$ and $b=s(3r^2-2s^2)$, as claimed. $\blacksquare$
Theorem. The Diophantine equation $X^3 = Y^2+2$ has only one integer solution, namely $(x,y) = (3, \pm 5)$.
Proof. Evidently $y$ and $2$ are coprime. By the corollary, we must have $b=1=s(3r^2-2s^2)$ for integers $r$ and $s$. The only solutions are $(r,s)=(1,\pm 1)$$(r,s)=(\pm 1,1)$. Hence $a=y=r(r^2-6s^2)=\pm 5$, so $(x,y)=(3,\pm 5)$. $\blacksquare$