In the following MSE Answer, a function of a complex parameter is constructed, and it is stated that the function $$ I(s) = - \frac{1}{2} \int_{0}^{\infty} u^s \left( \frac{1}{e^u-1} - \frac{e^{-u}}{2} - \frac{e^{-u}}{u} \right) \, \mathrm{d}u. $$ is analytic for $\operatorname{Re}(s) > -2$.
It sounds like it is a routine verification. My question is, what is the standard way to show that $I(s)$ is analytic on the half-plane $\operatorname{Re}(s) > -2$? I would be satisfied with a proof-hint for this function, or a citation for a good textbook treatment.