Solution:
① Assume $a= \sqrt{2} + \frac{1}{2}$, $b= \frac{1}{2} - \sqrt{2}$, then $a^2+b= (\sqrt{2} + \frac{1}{2})^2 + \frac{1}{2} - \sqrt{2} = \frac{11}{4}$ is a rational number,
$a+b^2= \sqrt{2} + \frac{1}{2} + (\frac{1}{2} - \sqrt{2})^2 = \frac{11}{4}$ is a rational number,
thus, $(a, b) = (\sqrt{2} + \frac{1}{2}, \frac{1}{2} - \sqrt{2})$ is harmonious;
② Given $t= (a^2+b) - (a+b^2) = (a-b)(a+b-1)$ is a rational number, $a+b=s$ is a rational number,
thus $a-b= \frac{t}{a+b-1}$, solving for $a$ gives $a= \frac{1}{2}(s+ \frac{t}{s-1})$ is a rational number,
and naturally $b=s-a$ is also a rational number;
③ If $a+b^2=0$, then $b=-\frac{a}{b}$ is a rational number, hence $a=(a+b^2)-b^2$ is also a rational number.
If $a+b^2 \neq 0$, given $x= \frac{a^2+b}{a+b^2} = \frac{(\frac{a}{b})^2+ \frac{1}{b}}{\frac{a}{b} \cdot \frac{1}{b}+1}$ is a rational number, $y= \frac{a}{b}$ is also a rational number,
thus $\frac{1}{b} = \frac{y^2-x}{xy-1}$, hence $b= \frac{xy-1}{y^2-x}$ is a rational number,
therefore $a=(a+b^2)-b^2$ is also a rational number.

Thus, the answers are:
① $\boxed{(\sqrt{2} + \frac{1}{2}, \frac{1}{2} - \sqrt{2})}$
② $\boxed{\text{Both } a \text{ and } b \text{ are rational numbers.}}$
③ $\boxed{\text{Both } a \text{ and } b \text{ are rational numbers.}}$