Here's a sketch of a generating function proof. Recall that
\begin{equation*}
\sum_{m=0}^\infty \binom{2m+k}{m} x^m =\frac{c(x)^k}{\sqrt{1-4x}},
\end{equation*}
where $c(x) = \sum_{n=0}^\infty C_n x^n$.
Then
\begin{align*}
\sum_{n=0}^\infty f_n x^n &= \sum_{n,k\ge0}\binom{2n}{n-3k-2} x^n \\
&=\sum_{m,k\ge0}\binom{2m+6k+4}{m}x^{m+3k+2}\\
&=\sum_{k\ge0}x^{3k+2}\frac{c(x)^{6k+4}}{\sqrt{1-4x}}\\
&=\frac{x^2c(x)^4}{\sqrt{1-4x}(1-x^3 c(x)^6)}
\end{align*}
Simplifying (with the help of Maple) yields
$$\frac{x^2 c(x)}{1-5x+4x^2}$$
from which the recurrence follows.
Update: Here is an explanation and generalization for the mysterious simplification described above.
Let
$\def\sq{\sqrt{1-4x}}$
\begin{align}
p_n(x) &=\frac 1{\sq}\left[\left(\frac{1+\sq}{2}\right)^n\
-\left(\frac{1-\sq}{2}\right)^n\,\right]\tag{1}\\
&= \frac{c(x)^{-n}-(xc(x))^n}{\sq} = c(x)^{-n}\frac{1-x^nc(x)^{2n}}{\sq}.\tag{2}
\end{align}
By expanding $(1)$ in powers of $\sq$, we see that for $n>0$, $p_n(x)$ is a polynomial in $x$ of degree
$\lfloor (n-1)/2\rfloor$.
It can be shown that for $n>0$,
$$p_n(x) =\sum_{i=0}^{\lfloor(n-1)/2\rfloor}(-1)^i \binom {n-i-1}{i}x^i.$$
We can express $p_n(x)$ for $n>0$ in terms of the Chebyshev polynomial of the second kind $U_n(x)$ by
$$
p_n(x) = (-1)^{n-1}x^{(n-1)/2}U_{n-1}\left(-\frac{1}{2\sqrt x}\right).
$$
It follows from $(2)$ that
$$\frac{1}{p_n(x)} = \sq \frac{c(x)^n}{1-x^nc(x)^{2n}}$$
so
\begin{equation}
\frac{1}{(1-4x)p_n(x)} = \frac{c(x)^n}{\sq(1-x^nc(x)^{2n})}.\tag{3}
\end{equation}
Since $p_3(x) = 1-x$ and $(1-4x)p_3(x) = 1-5x+4x^2$, the case $n=3$ of $(3)$
is
\begin{equation*}
\frac{1}{1-5x+4x^2}=\frac{c(x)^3}{\sq(1-x^3 c(x)^6)}.
\end{equation*}