The OP's second display is a variant of an identity that appears in Section 3.7 of this recent preprint. It can be proved directly as follows (I will rename $k$ to $\ell$ in order to avoid confusion with the summation variable $k$ in the OP's first display). First, it is straightforward to see, e.g. by induction or by summing the relevant finite geometric series on the unit circle, that
$$\sum_{k=1}^n\sin 2\pi ku =\frac{1}{2}\sin 2\pi nu+\frac{1}{2}(\cot{\pi u})(1-\cos{2\pi n u}).$$
Therefore, introducing the polynomials
$$P_\ell(u):=(-1)^\ell\sum_{j=0}^{\ell}\frac{B_{2\ell-2j}\left(2-2^{2\ell-2j}\right)}{(2\ell-2j)!(2j+1)!}u^{2j+1},\qquad\ell\geq 0,$$
it suffices to prove that
$$\int_0^1 P_\ell(u)(\sin 2\pi ku)\,du=\frac{-1}{(2\pi k)^{2\ell+1}},\qquad k\geq 1,\quad\ell\geq 0.\tag{1}$$
To see this, we proceed by induction on $\ell$. For $\ell=0$, $(1)$ follows easily from $P_0(u)=u$. Let us now assume that $\ell\geq 1$ and $(1)$ holds with $\ell-1$ in place of $\ell$. Using the identity (which also appears in Section 3.7 of the mentioned preprint)
$$\frac{\sin xu}{\sin x}=\sum_{\ell=0}^\infty P_\ell(u)x^{2\ell},\qquad |x|<\pi,\tag{2}$$
we see readily that $P_\ell(0)=P_\ell(1)=0$ (for $\ell\geq 1$).
Therefore, integrating by parts twice,
\begin{align*}\int_0^1 P_\ell(u)(\sin 2\pi ku)\,du
&=\frac{1}{2\pi k}\int_0^1 P'_\ell(u)(\cos 2\pi ku)\,du\\[8pt]
&=\frac{-1}{(2\pi k)^2}\int_0^1 P''_\ell(u)(\sin 2\pi ku)\,du\\[8pt]
&=\frac{1}{(2\pi k)^2}\int_0^1 P_{\ell-1}(u)(\sin 2\pi ku)\,du\\[8pt]
&=\frac{1}{(2\pi k)^2}\cdot\frac{-1}{(2\pi k)^{2\ell-1}}=\frac{-1}{(2\pi k)^{2\ell+1}}.
\end{align*}
The proof is complete.
Added. For an alternative proof of $(1)$, observe that for $|x|<\pi$ we have by $(2)$
\begin{align*}\sum_{\ell=0}^\infty\left(\int_0^1 P_\ell(u)(\sin 2\pi ku)\,du\right)x^{2\ell}&=\int_0^1\left(\frac{\sin xu}{\sin x}\right)(\sin 2\pi ku)\,du\\[6pt]
&=\frac{-2\pi k}{(2\pi k)^2-x^2}\\[6pt]
&=\sum_{\ell=0}^\infty\frac{-x^{2\ell}}{(2\pi k)^{2\ell+1}}.
\end{align*}
Now compare the two sides.