The first part is included in exam. However we verify $[U\otimes U,P_{ex}]=0$ diretly: On the one hand we have
$$
P^{ex}U\otimes U(e_k\otimes e_m)
=P^{ex}\sum_{j,l} u_{lk}u_{jm}e_l\otimes e_j
=\sum_{j,l}u_{lk}u_{jm}e_j\otimes e_l~,
$$
and on the other hand
$$
U\otimes U P^{ex}(e_k\otimes e_m)
=U\otimes U(e_m\otimes e_k)
=\sum_{j,l}u_{jm}u_{lk}e_j\otimes e_l~.
$$
The matrices of $H_0$ and $H$ with respect to the basis $e_1\otimes e_1$, $e_1\otimes e_2$, $e_2\otimes e_1$, $e_2\otimes e_2$ are given by
$$
\left(\begin{array}{cccc}
A&0&0&0\\
0&-A&2A&0\\
0&2A&-A&0\\
0&0&0&A
\end{array}\right)
\quad\mbox{and}\quad
\left(\begin{array}{cccc}
A+\mu B&0&0&0\\
0&-A+\mu^\prime B&2A&0\\
0&2A&-A-\mu^\prime B&0\\
0&0&0&A-\mu B
\end{array}\right),
$$
where $\mu\colon=\mu_1+\mu_2$ and $\mu^\prime\colon=\mu_1-\mu_2$. The eigen-values of $H_0$ are indeed: $-3A,A,A,A$ and the corresponding normalized eigen-vectors are: $(e_2\otimes e_1-e_1\otimes e_2)/\sqrt2$, $(e_2\otimes e_1+e_1\otimes e_2)/\sqrt2$, $e_1\otimes e_1$ und $e_2\otimes e_2$.
The latter two $e_1\otimes e_1$ and $e_2\otimes e_2$ are also eigen-vectors of $H$ with eigen-values: $E_1\colon=A+\mu B$ und $E_2\colon=A-\mu B$. Put $a\colon=B\mu^\prime/2A$, then we obtain for the remaining eigen-values: $E_3=-A+2A\sqrt{1+a^2}$ and $E_4=-A-2A\sqrt{1+a^2}$.