I proved the proposition as follows.
All the linear spaces of dimension one contained in $X$ are of the form
$$\left( \begin{array}{c} x \\
y \\
z\\
w
\end{array} \right) =t\cdot \left( \begin{array}{c} a \\
b \\
c\\
d
\end{array} \right)$$ with $$(ta)^2=(tx)^3+(ty)^3+(tz)^3, \quad \forall t$$ where $t$ is a complex parameter and $(a,b,c,d)\in \mathbb C^4$ is fixed. Since the previous equation is true for every $t,$ $a$ must be $0$ and $b,c,d$ such that $b^3+c^3+d^3=0.$
Since every matirx $g\in G$ takes a linear one-dimensional subspace contained in $X$ into another, if $g=(g_{i,j})_{1\leq i,j\leq 4},$ the first row of $$g\cdot \left( \begin{array}{c} 0 \\
b \\
c\\
d
\end{array} \right)=\left( \begin{array}{c} g_{1,2}b+g_{1,3}c+g_{1,4}d \\
...\\
...\\
...
\end{array} \right)$$ must be zero. Hence $g_{1,2}b+g_{1,3}c+g_{1,4}d=0$ for every
$b,c,d\in \mathbb C$ with $b^3+c^3+d^3=0.$ This implies that $g_{1,2}=g_{1,3}=g_{1,4}=0.$
Similarly, since the vector $(t,\sqrt[3]{t^2},0,0)\in X$ $\forall t\in \mathbb R$ we have that $\forall g\in G$ and $\forall t\in\mathbb R,$ $$g\cdot \left( \begin{array}{c} t \\
\sqrt[3]{t^2} \\
0\\
0
\end{array} \right) \in X$$ so that $$(tg_{11})^2=(tg_{2,1}+\sqrt[3]{t^2}g_{2,2})^3+(tg_{3,1}+\sqrt[3]{t^2}g_{3,2})^3+(tg_{4,1}+\sqrt[3]{t^2}g_{4,2})^3\quad \forall t\in \mathbb R.$$ This implies that $g_{2,1}=g_{3,1}=g_{4,1}=0.$
Hence every matrix $g\in G$ has the form $$g=\left(\begin{array}{c|ccc}
\ast & & & \\ \hline
& \ast & \ast & \ast \\
& \ast & \ast & \ast \\
& \ast & \ast & \ast \\
\end{array}\right)$$ and $\tau $ is in the center of $G.$
For the second part of the question, consider the gruop $G$ of matrices of the form
$$\left(\begin{array}{c|ccc}
\pm 1 & 0 & 0 & 0 \\
\hline
0 & \huge{A} \\
0 & & &\\
0 & & &
\end{array}\right)$$ or $$\left(\begin{array}{c|ccc}
\pm i & 0 & 0 & 0 \\
\hline
0 & \huge{-A} \\
0 & & &\\
0 & & &
\end{array}\right)$$ where $A$ is a $3\times 3$ permutation matrix. It is easily seen that all the subgroups $H$ of index 2 of this group $G$ contain the involution $\tau.$