This is not an answer but it is too long for a comment.
I am not sure that we could get a "nice" expression for the infinite limit.
Looking at the inner sum
$$\sum_{k=1}^{2n+1}\frac{(-1)^k} k =-\Phi (-1,1,2 n+2)-\log (2)$$ where appears the Lerch transcendent function. So, looking at the sum
$$S=\sum_{n=0}^{\infty}\frac{(-1)^n}{2n+1}\left\{\sum_{k=1}^{2n+1}\frac{(-1)^k} k \right\}=-\sum _{n=0}^{\infty } \frac{(-1)^n \Phi (-1,1,2 n+2)}{2 n+1}-\log(2)\sum_{n=0}^{\infty}\frac{(-1)^n}{2n+1}$$ The second summation is just $\frac \pi 4$ but for the first one, I (a CAS neither) found any result.
The only thing I was able to do is to compute the partial sums $$T_p=\sum _{n=0}^{p } \frac{(-1)^n \Phi (-1,1,2 n+2)}{2 n+1}$$ and to notice (as one would expect) oscillations and a "rather" slow convergence. Some values are reported below
$$\left(
\begin{array}{cc}
p & T_p \\
0 & 0.3068528194 \\
1 & 0.2601241018 \\
2 & 0.2781613324 \\
3 & 0.2686789568 \\
4 & 0.2745109280 \\
5 & 0.2705657615 \\
6 & 0.2734108826 \\
7 & 0.2712625713 \\
8 & 0.2729418771 \\
9 & 0.2715932338 \\
10 & 0.2727000562 \\
11 & 0.2717754047 \\
12 & 0.2725594174 \\
13 & 0.2718862390 \\
14 & 0.2724705249 \\
15 & 0.2719586210 \\
16 & 0.2724108044 \\
17 & 0.2720084696 \\
18 & 0.2723687660 \\
19 & 0.2720442480 \\
20 & 0.2723380637
\end{array}
\right)$$ All of that seems to show that the infinite summation converges to something like $-0.816595$ which is not identified by inverse symbolic calculators.