First of all, the series as written does not converge absolutely, which makes doing many manipulations difficult. Thus, use the principal value:
$$
f(z)=\frac1z+2z\sum_{n=1}^\infty\frac{(-1)^n}{z^2-\pi^2n^2}\tag{1}
$$
Looking at $f$ as $\lim\limits_{N\to\infty}\sum\limits_{n=-N}^N \frac{(-1)^{n}}{z + \pi n}$ yields that $f$ is $2\pi$-periodic:
$$
\begin{align}
&f(z+2\pi)-f(z)\\
&=\lim_{N\to\infty}\left(\frac{(-1)^{N-1}}{z+\pi(N+1)}+\frac{(-1)^N}{z+\pi(N+2)}-\frac{(-1)^{-N}}{z-\pi N}-\frac{(-1)^{-N+1}}{z-\pi(N-1)}\right)\\
&=0\tag{2}
\end{align}
$$
Pairing up odd and even terms and taking the limit as $\operatorname{Im}(z)\to\pm\infty$
$$
\begin{align}
\lim f(z)
&=\frac1z+2z\sum_{n=1}^\infty\frac{(-1)^n}{z^2-\pi^2n^2}\\
&=\frac1z+2z\sum_{n=1}^\infty\frac{4\pi^2n-\pi^2}{(z^2-4\pi^2n^2)(z^2-4\pi^2n^2+4\pi^2n-\pi^2)}\\
&=\frac1z+\frac2z\sum_{n=1}^\infty\frac{(4\pi^2n-\pi^2)/z\;1/z}{(1-4\pi^2n^2/z^2)(1-(4\pi^2n^2+4\pi^2n-\pi^2)/z^2)}\\
&=\frac1z-\frac2z\int_0^\infty\frac{4\pi^2t\;\mathrm{d}t}{(1+4\pi^2t^2)^2}\\
&=0\tag{3}
\end{align}
$$
Where the sum approximates the Riemann sum of the integral above.
Next, notice that the poles all match up and have the same residue. Thus, $f(z)-\csc(z)$ has no poles.
Therefore, $f(z)-\csc(z)$ is $2\pi$-periodic, has no poles, and $\lim\limits_{\operatorname{Im}(z)\to\pm\infty}f(z)-\csc(z)=0$ implies $f(z)-\csc(z)$ is bounded. By Liouville's Theorem, $f(z)-\csc(z)$ is a constant, which must be $0$.
Thus,
$$
\frac1z+2z\sum_{n=1}^\infty\frac{(-1)^n}{z^2-\pi^2n^2}=\csc(z)\tag{4}
$$