I have an observation, and I don't know that the following statement is true or not. If not give a counterexample, if it is true prove it, or give a reference about it.
Let $n \in \mathbb{R}$, $z \in \mathbb{C}$ and denote the polylogarithm function with $\operatorname{Li}_n$.
$(a)$ If $\Im z \neq 0$, then $\Im \operatorname{Li}_n(z) + \Im \operatorname{Li}_n\left({\overline z}\right) = 0,$
$(b)$ $\Re \operatorname{Li}_n(z) - \Re \operatorname{Li}_n\left({\overline z}\right) = 0,$
where $\Im$ denotes the imaginary part of a complex number, $\Re$ denotes the real part of a complex number and ${\overline z}$ denotes the complex conjugate of $z$.
If you can tell us something just about special cases you're also welcome. The most preferred and interesting case for me is $\operatorname{Li}_3$.