What is the power series expansion $f(\alpha)$ as $\alpha\to 1$ and also in the limit $\alpha\ll 1$, where
$$f(\alpha)=\int_0^\infty\frac{x^\nu J_\nu(x\alpha)}{e^x-1}{\rm d}x$$
At $\alpha=1$ the integrand is analytic so we should have a convergent power series. The power series expansion for the case $\alpha\gg1$ is already answered here. How does this differ from the expansion at $\alpha=1$ and in the region $\alpha<1$.
I see that the numerical plot ($\nu=2$) of the integration is the following

Thus something very interesting is happening at the point $\alpha=1$.
Edit: If it is difficult to find an asymptotic expansion at $\alpha=1$, then at least can we prove that $f(\alpha)$ has a maxima at that point?
For $a$ near 1 the 'multiplication theorem' (see wiki on Bessel functions) can be used:
$$ J_\nu(a \ x) = a^\nu \sum_{n=0}^\infty \frac{1}{n!} \Big( \frac{(1-a^2)x}{2}\Big)^n J_{\nu+n}(x) $$
Keeping the $n=0$ and $n=1$ terms gives $$\int_0^\infty \frac{x^\nu J_\nu(a \ x)}{e^x-1} dx\sim a^\nu \big(C_0^\nu+C_1^\nu(1-a^2)/2 \big)$$ $$C_0^\nu= \int_0^\infty \frac{x^\nu J_\nu( x)}{e^x-1}dx \ ,\quad C_1^\nu= \int_0^\infty \frac{x^{\nu+1} J_{\nu+1}( x)}{e^x-1}dx$$ This gives a very good approximation near $a=1.$ For instance, with $a=0.99,$ and $\nu = 0.4,$ the two-term approximation is 0.0037% different from the actual and for $\nu = 0.8,$ 0.0096% different. Of course, if you have to calculate numerically two integrals at exactly $a=1,$ there seems to be little practical advantage. The exception to this is if you are doing some theoretical work and you need the analytic behavior as $a \to 1,$ and you really don't care so much for the exact values of $C_0^\nu$ and $C_1^\nu,$ but that they exist.