For the first sum, use inclusion-exclusion and consider the Hasse
diagram of the divisor poset of $m$, with the weights of the nodes
$d|m$ being $\mu(d).$ A node $d$ here represents the set of values
$q\le n$ that are multiples of $d.$ A value $q$ appears in all nodes
$d|m$ where $d|q$ and hence the total weight of a value $q$ is
$$\sum_{d|(q,m)} \mu(d).$$
This is one when $(q,m)=1$ and zero when $(q,m)\gt 1$ which means that
these weights are an exact representation of the problem. Observe that
the contribution from node $d$ is
$$\frac{1}{d} H_{\lfloor n/d\rfloor}$$
and hence
$$S_1(m, n) = \sum_{d|m} \mu(d) \frac{1}{d} H_{\lfloor n/d\rfloor}.$$
Using the dominant two terms $H_n \sim \log n + \gamma$ this becomes
$$(\log n + \gamma) \sum_{d|m} \mu(d) \frac{1}{d}
- \sum_{d|m} \mu(d) \frac{1}{d} \log d.$$
Now for the asymptotics with respect to $n$ the first is
$$(\log n + \gamma) \prod_{p|m} \left(1-\frac{1}{p}\right)$$
and we find for the leading two terms (logarithm followed by next
term, a constant)
$$\bbox[5px,border:2px solid #00A000]{
\frac{\varphi(m)}{m} \log n
+ \frac{\varphi(m)}{m} \gamma
- \sum_{d|m} \mu(d) \frac{1}{d} \log d.}$$
which is precisely as it ought to be (initial term may be conjectured
by inspection). Note that additional terms from the expansion of $H_n$
like $H_n \sim \log n + \gamma + \frac{1}{2n} - \frac{1}{12n^2}$ only
contribute lower order terms, i.e. terms in inverse powers of $n$
times constants dependent on $m,$ e.g. the next term happens to be
zero:
$$\sum_{d|m} \mu(d) \frac{1}{d} \frac{1}{2n/d}
= \frac{1}{2n} \sum_{d|m} \mu(d) = 0$$
and the one after that is
$$\sum_{d|m} \mu(d) \frac{1}{d} \frac{1}{12n^2/d^2}
= \frac{1}{12n^2} \sum_{d|m} \mu(d) d.$$
Fixing $m$ yields a bona fide asymptotic expansion in $n$.