I haven't seen any answer that uses bit-fiddling inside the IEEE-754 Double representation, so here's one.
Based on the observation that a rollover to a next binary exponent is the same as adding 1 to the binary representation (actually this is by design):
Double.longBitsToDouble(0x3ff0000000000000L) // 1.0
Double.longBitsToDouble(0x3ffFFFFFFFFFFFFFL) // 1.9999999999999998
Double.longBitsToDouble(0x4000000000000000L) // 2.0
I came up with this:
long   l = ThreadLocalRandom.current().nextLong(0x0010000000000001L);
double r = Double.longBitsToDouble(l + 0x3ff0000000000000L) - 1.5;
This technique works only with ranges that span a binary number (1, 2, 4, 8, 0.5, 0.25, etc) but for those ranges this approach is possibly the most efficient and accurate. This example is tuned for a span of 1. For ranges that do not span a binary range, you can still use this technique to get a different span. Apply the technique to get a number in the range [0, 1] and scale the result to the desired span. This has negligible accuracy loss, and the resulting accuracy is actually identical to that of Random.nextDouble(double, double).
For other spans, execute this code to find the offset:
double span = 0.125;
if (!(span > 0.0) || (Double.doubleToLongBits(span) & 0x000FFFFFFFFFFFFFL) != 0)
    throw new IllegalArgumentException("'span' is not a binary number: " + span);
if (span * 2 >= Double.MAX_VALUE)
    throw new IllegalArgumentException("'span' is too large: " + span);
System.out.println("Offset: 0x" + Long.toHexString(Double.doubleToLongBits(span)));
When you plug this offset into the second line of the actual code, you get a value in the range [span, 2*span]. Subtract the span to get a value starting at 0.