The already known resuls due to pisco from the answer to the MSE question 3019766 should
lead to a good end. Since nobody did so far the work, i will drop an answer below.
Let us use the functions:
$$
\small
\begin{aligned}
F(a) &=
\frac 1{1^3}\cot(\pi a\cdot 1) +
\frac 1{2^3}\cot(\pi a\cdot 2) +
\frac 1{3^3}\cot(\pi a\cdot 3) +
\frac 1{4^3}\cot(\pi a\cdot 4) + \dots
\\
&=\sum_{n\ge 1}
\frac 1{n^3}\cot(\pi a\cdot n) \ ,
\\[2mm]
\bbox[lightgreen]{G(a)} &=
\frac 1{1^3}\tan\left(\frac{\pi a}2\cdot 1\right) +
\frac 1{3^3}\tan\left(\frac{\pi a}2\cdot 3\right) +
\frac 1{5^3}\tan\left(\frac{\pi a}2\cdot 5\right) +
\frac 1{7^3}\tan\left(\frac{\pi a}2\cdot 7\right) + \dots
\\
&\bbox[lightgreen]{=\sum_{\substack{n\ge 1\\n\text{ odd}}}
\frac 1{n^3}\tan\left(\frac{\pi a}2\cdot n\right) } \ .
\end{aligned}
$$
We want the values of $G$ at specific values $a=\sqrt{4m^2\pm 1}$.
The function $F$ appears in loc. cit. and has the obvious properties $F(a+1)=F(a)$ (it is periodic with period one), $F(-a)=-F(a)$ (it is an odd function, since $\cot$ it is), and the functional equation,
obtained by applying the residue theorem for $\cot(\pi z)\; \cot(\pi az)\;/\; z^3$:
$$
\tag{*}
\bbox[lightblue]{\qquad
F(a) + a^2F\left(\frac 1a\right) = \underbrace{\frac{\pi^3}{90 a}(a^4 -5a^2+1)}_{=:R(a)}\ .
\qquad}
$$
The fact that for $a$ for instance equal to $\sqrt N$ we can use continued fractions, the periodicity,
and the functional equation $(*)$ to get a linear system over $\Bbb Q(a,\pi)$ with one unknown being $F(a)$,
leads to a procedure to compute such a value $F(\sqrt N)$. We use the same idea below.
For an odd $n$ we have
$$
\tan\left(\frac{\pi a}2\cdot n\right)
\cot\left(\frac \pi2 - \frac{\pi a}2\cdot n\right)
=
\cot\left(\frac \pi2\cdot n - \frac{\pi a}2\cdot n\right)
=
\cot\left(\frac {\pi(1-a)}2\cdot n \right)\ ,
$$
so $G(a)$ can be expressed in terms of $F((a-1)/2)$ and $F(a)$, from
$$
\small
\begin{aligned}
G(a) &=
\sum_{\substack{n\ge 1\\n\text{ odd}}}\frac 1{n^3}\tan\left(\frac{\pi a}2\cdot n\right)
\\
&=
\sum_{\substack{n\ge 1\\n\text{ odd}}}\frac 1{n^3}\cot\left(\frac {\pi(1-a)}2\cdot n \right)
=
\left(\sum_{n\ge 1} - \sum_{\substack{n\ge 1\\n\text{ even}}}\right)
\frac 1{n^3}\cot\left(\frac {\pi(1-a)}2\cdot n \right)
\\
&=+F\left(\frac{1-a}2\right) -\frac 18F(1-a)\\
&=-F\left(\frac{a-1}2\right) +\frac 18F(a-1)\\
&=-F\underbrace{\left(\frac{a+1}2\right)}_{=:b} +\frac 18F(a)\ .
\end{aligned}
$$
In this block we consider the special case $N=4m^2-1$ for an integer $m$, and $a=\sqrt N$.
It is convenient to introduce $M=2m-1$.
Then $a$ and $b:=(a+1)/2$ have the continued fractions expressions:
$$
\begin{aligned}
a &=[M;1,2M,1,2M,1,2M,\dots] =\left[M;\overline{1,2M}\right]\ ,\\
b:=\frac{a+1}2 &=[m;2,M,2,M,2,M,\dots] =\left[m;\overline{2,M}\right]\ ,\\
\end{aligned}
$$
From here we manufacture quickly relations that determine $F(a)$ and $F(b)$.
We introduce $a_0=a+M=[2M;1,2M,1,2M,\dots]$ and $a_1=[1;2M,1,2M,1,\dots]=1/(a-M)$. Then $F(a)=F(a_0)$
by $1$-periodicity. By the same argument $F(1/a_0)=F(a_1)$ and $F(1/a_1)=F(a_0)$. So:
$$
\left\{
\begin{aligned}
F(a_0) + a_0^2 F(a_1) &= R(a_0)\ ,\\
a_1^2 F(a_0) + F(a_1) &= R(a_1)\ ,
\end{aligned}
\right.
$$
which gives the value for $F(a)=F(a_0)$ by Cramer:
$$
F(a) = F(a_0)=
\frac{R(a_0)-a_0^2R(a_1)}{1-a_0^2a_1^2}
=
-\frac{\pi^3}{180a}(4M^2+8M-3)
=
-\frac{\pi^3}{180a}(4a^2-7)
\ .
$$
The same game for $b$, we are using the numbers (fully periodic as continued fractions)
$b_0=b+(m-1)=[M;2,M,2,M,\dots]$ and $b_1=1/(b-m)=[2;M,2,M,2,\dots]$, which generate a system
$$
\left\{
\begin{aligned}
F(b_0) + b_0^2F(b_1) &= R(b_0)\ ,\\
b_1^2F(b_0) + F(b_1) &= R(b_1)\ ,
\end{aligned}
\right.
$$
which gives the value for $F(b)=F(b_0)$ by Cramer:
$$
F(b) = F(b_0)=
\frac{R(b_0)-b_0^2R(b_1)}{1-b_0^2b_1^2}
=
-\frac{\pi^3}{360a}(M^2+2M-12)\ .
$$
Putting all together:
$$
\begin{aligned}
G(a) &= -F(b) +\frac 18 F(a)
=\frac{\pi^3}a\cdot\frac1{180\cdot 8}
\Big[+4(M^2+2M-12)-(4M^2+8M-3)\Big]
\\
&=\frac{\pi^3}a\cdot\frac{-48+3}{180\cdot 8}
=\frac{\pi^3}a\cdot\bbox[yellow]{\left(-\frac1{32}\right)}\ .
\end{aligned}
$$
$\square$
We have the wanted result from Conjecture 1.
The same applies for the case $a=\sqrt N$ with $N=4m^2+1$.
We also use $M=2m-1$.
Then $a$ and $b:=(a+1)/2$ have the continued fractions expressions:
$$
\begin{aligned}
a &=[2m;4m,4m,4m,4m,\dots] =\left[2m;\overline{4m}\right]\ ,\\
b:=\frac{a+1}2 &=[m;1,1,M,1,1,M,1,1,M,\dots] =\left[m;\overline{1,1,M}\right]\ ,\\
\end{aligned}
$$
From here we manufacture quickly relations that determine $F(a)$ and $F(b)$.
We introduce $a_0=a+2m=[4m;4m,4m,\dots]$. Then $1/a_0$ is $a_0-4m$.
Then $F(a)=F(a_0)=F(1/a_0)$ by $1$-periodicity, and the relation $(*)$ computed in $a_0$ gives
$$
F(a) + a_0^2 F(a) = R(a_0)\ .
$$
We immediately isolate $F(a)$:
$$
F(a) = \frac{R(a_0)}{1+a_0^2}
=
\frac{\pi^3}{180a}(16m^2-3)
=
\frac{\pi^3}{180a}(4a^2-7)
\ .
$$
The same game for $b$, we are using the numbers (fully periodic as continued fractions)
- $b_0=b+(m-1)=[M;1,1,M,1,1,M,\dots]$,
- $b_1=1/(b_0-M)=[1;1,M,1,1,M,1,\dots]$,
- $b_2=1/(b_1-1)=[1;M,1,1,M,1,1,\dots]$,
which generate a system with three equations and three unknowns, $F(b_0)$, $F(b_1)$, $F(b_2)$,
$$
\left\{
\begin{aligned}
F(b_0) \qquad\qquad + b_0^2F(b_2) &= R(b_0)\ ,\\
b_1^2F(b_0) + F(b_1) \qquad\qquad &= R(b_1)\ ,\\
\qquad\qquad b_2^2F(b_1) + F(b_2) &= R(b_2)\ ,
\end{aligned}
\right.
$$
which gives the value for $F(b)=F(b_0)$ by Cramer:
$$
F(b) = F(b_0)=
\frac
{
\begin{vmatrix}
R(b_0) & 0 & b_0^2 \\
R(b_1) & 1 & 0 \\
R(b_2) & b_2^2 & 1
\end{vmatrix}}
{
\begin{vmatrix}
1 & 0 & b_0^2 \\
b_1^2 & 1 & 0 \\
0 & b_2^2 & 1
\end{vmatrix}}
= \frac{\pi^3}{90a}(m^2-3)
\ .
$$
Putting all together:
$$
\begin{aligned}
G(a) &= -F(b) +\frac 18 F(a)
=\frac{\pi^3}a\cdot\frac1{180\cdot 8}
\Big[-16(m^2-3)+(16m^2-3)\Big]
\\
&=\frac{\pi^3}a\cdot\frac{48-3}{180\cdot 8}
=\frac{\pi^3}a\cdot\bbox[yellow]{\frac1{32}}\ .
\end{aligned}
$$
$\square$
We have also the wanted result from Conjecture 2.
Note: The computations were supported by CAS (sage and pari/gp). If wanted, in between steps can be shown,
quick numerical checks for the explicit formulas for $F(a), F(b)$ can be added.
Table[N[Sum[Tan[(2*k+1)/2*Pi*Sqrt[n]]/(2*k+1)^3,{k,0,500}]+((Pi)^3)/(32*Sqrt[n])],{n,-1,200}]in Mathematica. The values that work are the ones with result extremely close to $0$. – Zima Sep 20 '24 at 09:52