Suppose $X$ is an $m\times n$ random matrix where rows $x^T$ are I.I.D. samples of $n$-dimensional Gaussian, and $A,B,C$ are matrices of appropriate dimension. What is the value of the following matrix?
$$E[X^T A X B X^T CX]$$
Special cases of this equation occur in the literature for special settings of $A,B,C$, see earlier post here. I'm looking for the general case. Formula is likely to be more compact when parameterized in terms of $H=E[xx']$ and $\mu=E[x]$ rather than covariance $\Sigma$
Some examples of special cases.
From Seber's "Matrix Handbook for Statisticians":
For Gaussian $x$ we can let $A,B,C=I$, reshaping/summing the resulting matrix in various ways gives identities here

