I took a different route. Applying $\ln$ to your expression gives
$$\tag 1 \frac{1}{n^{p+1}}\sum_{k=1}^{n} k^p\ln k - \frac{\ln n}{p+1}.$$
Let $S_n = \sum_{k=1}^{n} k^p\ln k.$ Note that $x^p\ln x$ is increasing on $[1,\infty).$ So by comparing the integral to sums of areas of rectangles in the usual way, we get
$$\int_1^n x^p\ln x\, dx < S_n < \int_1^n x^p\ln x\, dx + (n+1)^p\ln (n+1).$$
Now $\int x^p\ln x \, dx = (x^{p+1}\ln x)/(p+1)-x^{p+1}/(p+1)^2.$ Evaluating the integral above then gives
$$\frac{n^{p+1}\ln n}{p+1} -\frac{n^{p+1}}{(p+1)^2} < S_n < \frac{n^{p+1}\ln n}{p+1} -\frac{n^{p+1}}{(p+1)^2} +(n+1)^p\ln n$$
Look back at $(1)$ to see we should now divide everything by $n^{p+1},$ then subtract $(\ln n)/(p+1).$ We get
$$-\frac{1}{(p+1)^2} < \frac{1}{n^{p+1}}S_n - \frac{\ln n}{p+1} < -\frac{1}{(p+1)^2} + \frac{(n+1)^p}{n^{p+1}}\ln (n+1).$$
The last very last term on the right $\to 0,$ so we've shown the limit of $(1)$ is $-1/(p+1)^2.$ Exponentiating back gives the desired limit of $e^{-1/(p+1)^2}.$