You have to find a function $F$ such that
${\partial F(x,y) \over \partial x}=e^{-x^2y^2}(1-2x^2y^2-4xy^3) \tag{i}$ and ${\partial F(x,y) \over \partial y}=e^{-x^2y^2}(2-2x^3y-4x^2y^2)\tag{ii}$.
Then, $F(x,y)=\int e^{-x^2y^2}(1-2x^2y^2-4xy^3) \partial x + \phi(y)$ assuming $F$ satisfies $\text{(i)}$
or, you can make $F(x,y)= \int e^{-x^2y^2}(2-2x^3y-4x^2y^2)\partial y + \omega(x)$ instead, assuming $F$ satisfies $\text{(ii)}$
If you go with the first, that is, you assume $F$ satisfies $\text{(i)}$, then calculate partial derivative of $F$ with respect to $y$ and then equate it with RHS of $\text{(ii)}$.
In your attempt, I don't understand why you are doing regular integration rather than partial integration.
$\textbf{Method of grouping}$
You can simply regroup the terms as you already know that this is an exact equation. It can be noticed that the derivative of power of $e$, i.e., $-x^2y^2$ is $(-2xy^2dx-2yx^2dy)$ which is missing an $x$ to match the terms in the given equation. So you might want to try $d(xe^{-x^2y^2})= xe^{-x^2y^2} (-2xy^2dx-2yx^2dy) +e^{-x^2y^2}dx$ which gives half the terms of your exact equation.
The remaining terms $e^{-x^2y^2}(-4xy^3dx-4x^2y^2dy) +e^{-x^2y^2}2dy$ can be regrouped as $2ye^{-x^2y^2}(-2xy^2dx-2yx^2dy)+2e^{-x^2y^2}dy=d(2ye^{-x^2y^2})$
Therefore the given exact equation can be written as
$d(xe^{-x^2y^2})+d(2ye^{-x^2y^2})=0$
or, $d(e^{-x^2y^2}(x+2y))=d(c)$
Hence, a one-parameter family of solutions of the given differential equation is given by
$e^{-x^2y^2}(x+2y)=c$, where $c$ is an arbitrary constant.
$\textbf{Edit (continuing further the first method):}$
Let $F$ satisfies $\text{(i)}$, then
$\displaystyle \begin{array}.F(x,y)=\int e^{-x^2y^2}(1-2x^2y^2-4xy^3) \partial x + \phi(y)\\
=\left(\int \underset 1 e^{-x^2y^2}.\underset 21 \partial x- 2y^2\int x^2e^{-x^2y^2} \partial x\right) -4y^3 \int xe^{-x^2y^2}\partial x +\phi(y)\\
=\left(e^{-x^2y^2}\int 1 \partial x-\int \left(\left(\frac{\partial}{\partial x} (e^{-x^2y^2})\right) \int 1. \partial x\right) \partial x -2y^2\int x^2e^{-x^2y^2} \partial x\right) -4y^3 \int xe^{-x^2y^2} \partial x +\phi(y)\\
=\left(x e^{-x^2y^2} -\int \left(-y^22xe^{-x^2y^2}\right)x \partial x-2y^2\int x^2e^{-x^2y^2} \partial x\right) -4y^3 \int xe^{-x^2y^2} \partial x +\phi(y)\\
=\left(x e^{-x^2y^2} +\require{cancel} \cancel{2y^2\int x^2e^{-x^2y^2} \partial x}-\cancel{2y^2\int x^2e^{-x^2y^2} \partial x}\right) -4y^3 \int xe^{-x^2y^2} \partial x +\phi(y)\\
=xe^{-x^2y^2}-4y^3 \int xe^{-x^2y^2} \partial x +\phi(y)\\
\text{(Let $-x^2y^2=u \implies \frac{\partial u}{\partial x}=-2y^2x \implies \partial x= \frac{-1}{2y^2x} \partial u$)}\\
=x e^{-x^2y^2} - \frac{4y^3}{-2y^2} \int e^u \partial u +\phi(y)\\
=x e^{-x^2y^2} +2y e^{-x^2y^2}+\phi(y)\\
=(x+2y) e^{-x^2y^2}+\phi(y)\end{array}$
Now,
$\begin{array}.{\partial F(x,y) \over \partial y}= {\partial \over \partial y}(xe^{-x^2y^2})+ {\partial \over \partial y}(2y e^{-x^2y^2})+{\partial (\phi(y) \over \partial y}\\
=x e^{-x^2y^2} (-2yx^2) +2y(-2yx^2e^{-x^2y^2}) +2e^{-x^2y^2} + \frac{d \phi(y)}{dy}\\
=e^{-x^2y^2}(-2x^3y-4x^2y^2+2) + \frac{d \phi(y)}{dy}\end{array}$
Using $\text{(ii)}$ we get,
$e^{-x^2y^2}(-2x^3y-4x^2y^2+2) + \frac{d \phi(y)}{dy}=e^{-x^2y^2}(2-2x^3y-4x^2y^2)$
$\implies \frac{d \phi(y)}{dy}=0 \implies \phi(y)=c_0$
Thus, $F(x,y)=(x+2y) e^{-x^2y^2}+c_0$
Hence, a one-parameter family of solutions of the given differential equation is $F(x,y)=c_1$, which may be expressed as
$(x+2y) e^{-x^2y^2}=c$, where $c=c_1-c_0 $ is an arbitrary constant.
\displaystyleon titles.. These are discouraged for technical reasons, see others from Guidelines for good use of MathJax on question titles. – soupless Aug 09 '21 at 15:22