Edit: The issue pointed out in the problem statement has implications in the below as well. Their failure might shed context on particular details of the problem.
The second derivatives of the steady state solutions are zero at the boundary, yet the second derivative of the wave function is non-zero. What's going on here?
Part 1: Assuming Hermiticity as in th below has some problems.
$<\hat{H}^2>=\int_{-a}^a\Psi^*\hat{H}^2\Psi dx=\int_{-a}^a(\hat{H}\Psi)^*(\hat{H}\Psi)dx$
$\Psi(x)=N(a^2-x^2)$
$\hat{H}\Psi=\frac{-\hbar^2}{2m}(-2N)=\frac{h^2N}{m}$
$<\hat{H}^2>=\frac{\hbar^4N^2}{m^2}\int_{-a}^adx=\frac{2a\hbar^4N^2}{m^2}$
Specifically, things are thrown off by a boundary term:
$\Psi^*\frac{\partial^3 \Psi}{\partial x^3}-(\frac{\partial\Psi^*}{\partial x}\frac{\partial^2 \Psi}{\partial x^2})|_{-a}^a$
The wave function is an eigenvector of the second derivative so the boundary term can be rewritten as : $\sum_i[\Psi_i^*(\frac{-2mE_i}{\hbar^2})\frac{\partial \Psi_i}{\partial x}-(\frac{\partial \Psi^*}{\partial x})(\frac{-2mE_i}{\hbar^2})\Psi_i]=\frac{2m}{\hbar^2}\sum_i E_i(\Psi_i\frac{\partial \Psi^*_i}{\partial x}-\Psi_i^*\frac{\partial \Psi}{\partial x})$
Part 2: Plancherel's Theorem should break down as well.
$\Psi=\sum_{k=1}^\infty c_k \sqrt{\frac{1}{a}}\sin{(\frac{k\pi x}{2a})}$
$\hat{H}\Psi=\sum_{k=1}^\infty c_k\sqrt{\frac{1}{a}}\frac{\hbar^2k^2\pi^2}{8ma^2}\sin{(\frac{k\pi x}{L})}$
$<E>=\sum_{k=1}^\infty |c_k|^2| \frac{\hbar^2k^2\pi^2}{8ma^2}$
$<E^2>=\sum_{k=1}^\infty |c_k|^2| \frac{\hbar^4k^4\pi^4}{64m^2a^4}$
The orthonormality condition should yield the $c_k$'s:
$c_k=\int_{-a}^a N(a^2-x^2)\sqrt{\frac{1}{a}}\sin{(\frac{k \pi x}{2a})}dx$
Regardless, some conditions underlying the Plancherel Theorem are lacking casting doubts on the math.
An important question to ask is, under what conditions does a series fail to represent a function? I suspect the boundaries throw off the representation.