Question 1
I am answering my own question here but am happy to get critiques on writing/mathematical correctness/ clarity.
Here goes. We will establish the 3 equalities from left to right:
$\sum_{n=0}^\infty{\frac{(-1)^ny^{nx+1}}{nx+1}}%comments
=\sum_{n=0}^\infty{\int_{0}^y{(-1)^n(t^x)^n}dt}
=\int_{0}^y{\sum_{n=0}^\infty{(-1)^n(t^x)^n}dt}
=\int_{0}^y{\frac{dt}{1+t^x}}$
The first equality.
$\sum_{n=0}^\infty{\frac{(-1)^ny^{nx+1}}{nx+1}}
=\sum_{n=0}^\infty{\int_{0}^y{(-1)^n(t^x)^n}}dt$
This is justified by standard calculus techniques:
$\int_{0}^y(-1)^nt^{nx}dt= \frac{(-1)^nt^{nx+1}}{nx+1}|_0^y= \frac{(-1)^ny^{nx+1}}{nx+1}- \frac{(-1)^n0^{nx+1}}{nx+1}=\frac{(-1)^ny^{nx+1}}{nx+1}$
The second equality.
$
\sum_{n=0}^\infty{\int_{0}^y{(-1)^n(t^x)^n}dt}
=\int_{0}^y{\sum_{n=0}^\infty{(-1)^n(t^x)^n}dt}
$
I can flip integral signs and summation signs. There should be no question at all for finite summands. This is sometimes referred to as the Tonelli theorems. Generally, $\sum\int f_n =\int\sum f_n$ for well-behaved $f_n$. I really should look into this deeper to get a stronger understanding. I think we need to know that $\int f_n$ and the $\sum f_n$ are both convergent and then we can get the equality.
The third equality.
$\int_{0}^y{\sum_{n=0}^\infty{(-1)^n(t^x)^n}dt}
=\int_{0}^y{\frac{dt}{1+t^x}}$
This holds because $\sum_{n=0}^{\infty}{(-t^x)^n}=\frac{1}{1+t^x}$. This is just a geometric series. Generally speaking $\sum_{n=0}^{\infty} r^n =\frac{1}{1-r} $ when $|r|<1$. So we should only use this tool when: $|t^x|<1$. So we can guarantee this by adding the requirement $|y^x|<1$. That's it! We have established the equality.
Question 2.
I am not sure. That's my next line of inquiry.