The integral can be found with the substitution $x=\sin \theta$.
If we let $u=4-x^2$. Then $du=-2xdx$.
Note that $x=\sqrt{4-u}$ if $x\ge 0$ and $x=-\sqrt{4-u}$ if $x<0$.
So, $\displaystyle dx=\frac{du}{-2\sqrt{4-u}}$ if $x\ge 0$ and $\displaystyle dx=\frac{du}{2\sqrt{4-u}}$ if $x\le 0$.
So we actually do not have $\displaystyle \int_0^0 \frac{\sqrt{u}du}{-2\sqrt{4-u}}$.
\begin{align*}
\int_{-2}^2\sqrt{4-x^2}dx&=\int_{-2}^0\sqrt{4-x^2}dx+\int_0^2\sqrt{4-x^2}dx\\
&=\int_0^4 \frac{\sqrt{u}du}{2\sqrt{4-u}}+\int_4^0 \frac{\sqrt{u}du}{-2\sqrt{4-u}}\\
&=\int_0^4 \frac{\sqrt{u}du}{2\sqrt{4-u}}+\int_0^4 \frac{\sqrt{u}du}{2\sqrt{4-u}}\\
&=\int_0^4 \frac{\sqrt{u}du}{\sqrt{4-u}}
\end{align*}
This does not help us to find the integral. But at least the integral is not $0$.