Here is the cross section of the integration volume in $r-z$ plane:
!Here is the cross section in $r-z$ plane
The integration of the volume $D$ is given by (assuming that $f(x,y,z)=F(z,r)$): $$\int_D f(x,y,z)dxdydz=\int_0^{2\pi}d\theta \int_0^{\sqrt{2}} rdr \int_{r}^{\sqrt{4-r^2}}dz F(z,r)$$