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\begin{align}
\mrm{S}\pars{n} & \equiv
{\pars{2n - 1}! \over \root{2}}\,\pars{4 \over \pi}^{2n}\sum_{k = 0}^{\infty}
{\pars{-1}^{k\pars{k + 1}/2} \over \pars{2k + 1}^{2n}}
\\[5mm] & =
\pars{2n - 1}!\,{2^{4n - 1/2} \over \pi^{2n}}\bracks{%
\sum_{k = 0}^{\infty}{\pars{-1}^{k} \over \pars{4k + 1}^{2n}} +
\sum_{k = 0}^{\infty}{\pars{-1}^{k + 1} \over \pars{4k + 3}^{2n}}}
\\[5mm] & =
{\root{2} \over 2\pi^{2n}}\bracks{%
\pars{2n - 1}!\sum_{k = 0}^{\infty}{\pars{-1}^{k} \over \pars{k + 1/4}^{2n}} -
\pars{2n - 1}!\,\sum_{k = 0}^{\infty}{\pars{-1}^{k} \over \pars{k + 3/4}^{2n}}}
\label{1}\tag{1}
\end{align}
However,
\begin{align}
&\left.\pars{2n - 1}!\,\sum_{k = 0}^{\infty}{\pars{-1}^{k} \over \pars{k + a}^{2n}}\right\vert_{\ a\ >\ 0} =
\pars{2n - 1}!\,\sum_{k = 0}^{\infty}\pars{-1}^{k}\bracks{%
{1 \over \Gamma\pars{2n}}
\int_{0}^{\infty}t^{2n - 1}\expo{-\pars{k + a}t}\,\dd t}
\\[5mm] = &\
\int_{0}^{\infty}t^{2n - 1}\expo{-at}\sum_{k = 0}^{\infty}
\pars{-\expo{-t}}^{k}\,\dd t =
\int_{0}^{\infty}t^{2n - 1}\expo{-at}\,{1 \over 1 + \expo{-t}}\,\dd t
\label{2}\tag{2}
\\[5mm] = &\
\bbx{\ds{4^{-n}\,\Gamma\pars{2n}\bracks{%
\zeta\pars{2n,{a \over 2}} - \zeta\pars{2n,{a + 1 \over 2}}}}}
\end{align}
The last integral, in \eqref{2}, is straightforward evaluated by expanding
$\ds{1 \over 1 + \expo{-t}}$ in powers of $\ds{\expo{-t}}$. Expression \eqref{1} is reduced to:
\begin{align}
\mrm{S}\pars{n} & \equiv
{\pars{2n - 1}! \over \root{2}}\,\pars{4 \over \pi}^{2n}\sum_{k = 0}^{\infty}
{\pars{-1}^{k\pars{k + 1}/2} \over \pars{2k + 1}^{2n}}
\\[5mm] & =
\bbx{\ds{{\root{2} \over 2}\,{\Gamma\pars{2n} \over \pars{2\pi}^{2n}}\bracks{%
\zeta\pars{2n,{1 \over 8}} - \zeta\pars{2n,{5 \over 8}} -
\zeta\pars{2n,{3 \over 8}} + \zeta\pars{2n,{7 \over 8}}}}}
\end{align}