I tried to find the indefinite integral $$ f_n(x)=\int \prod_{k=1}^n \cos^k(kx) \, dx$$ by using Euler's formula and put $x=\frac{\ln y}{2i}$ I got $$ f_n(x)=-i2^{-\frac{n(n+1)}{2}-1}\int y^{-\frac{n(n+1)(2n+1)}{12}-1} \prod_{k=1}^n (y^k+1)^k \, dy$$ now lets define $a(n,k)$ as the coefficient of $x^k$ in the expression $\prod_{p=1}^n (x^p+1)^p$ then $$ \prod_{k=1}^n (y^k+1)^k =\sum_{k=0}^{\frac{n(n+1)(2n+1)}{6}} a(n,k) y^k$$
So $$ f_n(x)=2^{-\frac{n(n+1)}{2}-1} \sum_{k=0}^{\frac{n(n+1)(2n+1)}{6}} \frac{a(n,k)}{k-\frac{n(n+1)(2n+1)}{12}} (-i) \exp\left(2x\left(k-\frac{n(n+1)(2n+1)}{12} \right) i\right) + c $$ and where $f_n(x)$ is real So we will take the real part of the result and get $$ f_n(x)=2^{-\frac{n(n+1)}{2}-1} \sum_{k=0}^{\frac{n(n+1)(2n+1)}{6}} \frac{a(n,k)}{k-\frac{n(n+1)(2n+1)}{12}}\sin\left(2x\left(k-\frac{n(n+1)(2n+1)}{12}\right)\right)+c $$ and if $k=\frac{n(n+1)(2n+1)}{12}$ then take limit to get $\frac{\sin(2ax)}{a}=2x , a\to0$
finally if we know $$ a(n,k)=a\left(n,\frac{n(n+1)(2n+1)}{6}-k \right) $$ then $$ f_n(x)=2^{-\frac{n(n+1)}{2}} a\left(n,\frac{N}{2}\right) x+2^{-\frac{n(n+1)}{2}-1} \sum_{k=1}^{\frac{N}{2}} \frac{a\left(n,\frac{N}{2}-k\right)}{k} \sin\left(2kx\right)+c,\text{ if } N \text{ is even}$$ and $$ f_n(x)=2^{-\frac{n(n+1)}{2}+1}a\left(n,\frac{N-1}{2}\right) \sin(x) + 2^{-\frac{n(n+1)}{2}} \sum_{k=1}^{\frac{N-1}{2}} \frac{a\left(n,\frac{N-1}{2}-k\right)}{2k+1} \sin\left((2k+1)x\right)+c,\text{ if } N \text{ is odd}$$ where $N=\frac{n(n+1)(2n+1)}{6} $
now my QUESTIONS
How to calculate $a(n,k)$ or even what is the recurrence relation?
also How to prove that $a(n,k)=a\left(n,\frac{n(n+1)(2n+1)}{6}-k \right)$?
and when we took the real part if we took the imaginary part it will be zero So How to prove $$\sum_{k=0}^{\frac{n(n+1)(2n+1)}{6}} \frac{a(n,k)}{k-\frac{n(n+1)(2n+1)}{12}} \cos\left(2x\left(k-\frac{n(n+1)(2n+1)}{12} \right) \right)=c $$ this question asked also on MSE