Answer
See below
Work Step by Step
Let $F(x)$ be a non-zero function on an interval $I$
We can write set $S$ as $S=\{S \in C^2(I): y''+a_1y'+a_2y=F(x)\}$.
Assume $y_0 \in C^2(I)$ such as $y_0(x)=0 \forall x \in I$
Then $y_0''(x)=0,y'_0(x)=0 \forall x \in I$
Obtain $y''_0(x)+a_1y'_0(x)+a_2y_0(x)=0 \forall x \in I$
Since $F(x_0) \ne 0 \rightarrow y''_0(x_0)+a_1y'_0(x)+a_2y_0(x)=0 \ne F(x_0)$
$y_0 \notin S$, hence $S$ is not a subspace of $C^2(I)$