Note that $\coth\left(x\right)=\,{\rm i}\cot\left(\,{\rm i}x\right)$.
With Euler Reflection Formula we have:
\begin{align}
\coth\left(x\right)&=\frac{\,{\rm i}}{\pi}\left[\pi\cot\left(\pi\,\frac{\,{\rm i}x}{\pi}\right)\right]
=\frac{\,{\rm i}}{\pi}
\Psi\left(1 - \frac{\,{\rm i}x}{\pi}\right)
-\frac{\,{\rm i}}{\pi}\,\Psi\left(\frac{\,{\rm i}x}{\pi}\right)
\end{align}
where $\Psi$ is the Digamma Function.
With the
Digamma Recurrence Formula $\Psi\left(z\right) = \Psi\left(1 + z\right) - \frac{1}{z}$:
\begin{align}
\coth\left(x\right)&=\frac{\,{\rm i}}{\pi}
\Psi\left(1 - \frac{\,{\rm i}x}{\pi}\right)
-\frac{\,{\rm i}}{\pi}\left[\Psi\left(1 + \frac{\,{\rm i}x}{\pi}\right)
-\frac{1}{\,{\rm i}x/\pi}\right]
=\frac{2}{\pi}\,\Im\Psi\left(1 + \frac{\,{\rm i}x}{\pi}\right) + \frac{1}{x}
\end{align}
The
Digamma Function can be expressed as:
$$
\Psi\left(1 + z\right)=\Psi\left(1\right) + \sum_{n=2}^{\infty}\left(-1\right)^{n}\,\zeta\left(n\right)z^{n - 1}\,,\qquad
\left\vert z\right\vert < 1
$$
Then,
\begin{align}
\color{#66f}{\large\coth\left(x\right)}&
=\frac{1}{x} +
\frac{2}{\pi}\,\Im\sum_{n=2}^{\infty}\left(-1\right)^{n}\,
\zeta\left(n\right)\left(\frac{\,{\rm i}x}{\pi}\right)^{n - 1}
=\frac{1}{x} + \frac{2}{\pi}\,\Im\sum_{n=1}^{\infty}
\zeta\left(2n\right)\,\frac{\,{\rm i}^{2n}\,x^{2n - 1}/\,{\rm i}}{\pi^{2n - 1}}
\\[5mm]&=\color{#66f}{\large\frac{1}{x} - 2\sum_{n=1}^{\infty}
\left(-1\right)^{n}\,\frac{\zeta\left(2n\right)}{\pi^{2n}}x^{2n - 1}}\,,\qquad
\left\vert x\right\vert<\pi
\end{align}
Up to third order it becomes:
$$\color{#66f}{\large%
\coth\left(x\right)}\approx\frac{1}{x} + 2\,\frac{\zeta\left(2\right)}{\pi^{2}}\,z
-2\,\frac{\zeta\left(4\right)}{\pi^{4}}\,z^{3}
=\color{#66f}{\large\frac{1}{x} + \frac{1}{3}\,x - \frac{1}{45}\,x^{3}}
$$
because $\zeta\left(2\right) = {\pi^{2} \over 6}$
and $\zeta\left(4\right) = {\pi^{4} \over 90}$.