Note: This is not a complete answer, but it includes some observations that can possibly be developed further.
Contour Integral Representation of ${\rm Li}_\nu(e^{-x})$
By Mellin's inversion theorem, the polylogarithm admits the contour integral representation
$${\rm Li}_\nu(e^{-x})=\frac{1}{2\pi i}\int^{c+i\infty}_{c-i\infty}\Gamma(s)\zeta(s+\nu)x^{-s}\ {\rm d}s$$
The Sum $S(\mu)$ as a Contour Integral
Switching the order of summation, we may write
$$S(\mu)\stackrel{\text{def}}=:\sum_{n\ge1}\frac{1}{n\sinh(n\mu)}=2\sum_{n\ge1}\frac{1}{n}\sum_{k\ge0}e^{-(2k+1)n\mu}=2\sum_{k\ge0}{\rm Li}_1\left(e^{-(2k+1)\mu}\right)$$
Therefore, the sum can be expressed as a contour integral
$$S(\mu)=\frac{1}{2\pi i}\int^{c+i\infty}_{c-i\infty}Q(s,\mu)\ {\rm d}s$$
where
\begin{align}
Q(s,\mu)
&=2\mu^{-s}(1-2^{-s})\Gamma(s)\zeta(s)\zeta(s+1)\\
\end{align}
Closing the Contour
We instead consider the integral of $\dfrac{Q(s,\mu)}{2\pi i}$ over a closed contour $C$. In this case, it is a rectangle with vertices $\frac{3}{2}-i\infty$, $\frac{3}{2}+i\infty$, $-\frac{3}{2}+i\infty$, $-\frac{3}{2}-i\infty$. Note that
- The integral over $\mathrm{Re}(s)=\frac{3}{2}$ is $S(\mu)$.
- The integral over the horizontal sides vanishes since $\zeta(s)$ grows moderately but $\Gamma(s)$ decays exponentially as $\mathrm{Im}(s)\to-\infty$.
- Applying Riemann's functional equation twice, the integral over $\mathrm{Re}(s)=-\frac{3}{2}$ is shown to be:
\begin{align}
-\frac{1}{2\pi i}\int^{-\frac{3}{2}+i\infty}_{-\frac{3}{2}-i\infty}Q(\mu,s)\ {\rm d}s
&=-\frac{1}{2\pi i}\int^{-\frac{3}{2}+i\infty}_{-\frac{3}{2}-i\infty}2\left(\frac{\mu}{4\pi^2}\right)^{-s}(1-2^{-s})\Gamma(-s)\zeta(-s)\zeta(1-s)\ {\rm d}s\\
&=\frac{1}{2\pi i}\int^{\frac{3}{2}+i\infty}_{\frac{3}{2}-i\infty}2\left(\frac{2\pi^2}{\mu}\right)^{-s}(1-2^{-s})\Gamma(s)\zeta(s)\zeta(s+1)\ {\rm d}s\\
\end{align}
which is equal to $\displaystyle S\left(\frac{2\pi^2}{\mu}\right)$.
Functional Equation for $S(\mu)$
By the residue theorem,
\begin{align}
\frac{1}{2\pi i}\int_C Q(s,\mu)\ {\rm d}s=\sum^1_{k=-1}{\rm Res}(Q(s,\mu);z=k)=\frac{\pi^2}{6\mu}-\ln{2}+\frac{\mu}{12}
\end{align}
Thus $S(\mu)$ satisfies the functional equation
$$S(\pi\mu\sqrt{2})+S\left(\frac{\pi\sqrt{2}}{\mu}\right)=\frac{\pi}{6\sqrt{2}}\left(\mu+\frac{1}{\mu}\right)-\ln{2}$$
For instance, this equation yields the identity
$$\sum_{n\ge1}\frac{1}{n\sinh(n\pi\sqrt{2})}=\frac{\pi}{6\sqrt{2}}-\frac{\ln{2}}{2}$$
Conjectured form of $S(\mu)$
We are actually interested in the quantity $S\left(\pi\right)-\dfrac{1}{2}S(2\pi)$. It is likely that $S(\pi\mu\sqrt{2})$ is of the form
$$S(\pi\sqrt{2}\mu)\stackrel{?}=\frac{\pi}{6\sqrt{2}}\mu-\frac{\ln{2}}{2}+f(\mu)\tag1$$
such that $f(\mu)=-f(\mu^{-1})$, $f(0)$ blows up, and $f\left(\dfrac{1}{\sqrt{2}}\right)\stackrel{?}=\dfrac{\ln{2}}{4}$. If this is truly the case, then we indeed get
\begin{align}
\sum_{n\ \text{odd}}\frac{1}{n\sinh(n\pi)}
&=S(\pi)-\frac{1}{2}S(2\pi)\\\
&=\left(\frac{\pi}{12}-\frac{\ln{2}}{2}+\frac{\ln{2}}{4}\right)-\frac{1}{2}\left(\frac{\pi}{6}-\frac{\ln{2}}{2}-\frac{\ln{2}}{4}\right)\\
&=\frac{\ln{2}}{8}
\end{align}
which of course implies that $\displaystyle\sum_{n\ge1}\frac{1}{n\sinh(n\pi)}=\frac{\pi}{12}-\frac{\ln{2}}{4}$. Numerically, this seems to be true.
Unfortunately, I have no idea how to prove or disprove $(1)$ and find the correct $f(\mu)$.