I'm looking at the behavior of the following function $\Psi\left(\, z\, \right)$ around $0^{+}$ and $+\infty$, and I struggle a bit because of the integrability around $0\ldots$
$$ \Psi\left(\, z\, \right) = z^{1/2} \int_{0}^{\infty}\ln\left(1 + {\,\mathrm{e}^{-zy} \over y}\right) \,{\mathrm{d}y \over \,\sqrt{\,\vphantom{\large a} y\, }\,} + z^{3/2}\int_{0}^{\infty}\,\sqrt{\,\vphantom{\large a}y\, }\, \ln\left(1 + {\,\mathrm{e}^{-zy} \over y}\right)\,\mathrm{d}y . $$
If anyone could help me I'd be very happy !.
A possible hint for the FIRST integral (the second one could be quite similar).
$$\Psi_1(z) = \sqrt{z}\int_0^{+\infty} \frac{\ln\left(1 + \frac{e^{-zy}}{y}\right)}{\sqrt{y}}\ \text{d}y$$
Now use the substitution
$$zy = \ln t ~~~~~ \text{d}y = \frac{1}{zt}\ \text{d}t ~~~~~ t = e^{zy}$$
To get
$$\Psi_1(z) = \sqrt{z}\int_1^{+\infty}\ln\left(1 + \frac{e^{-\ln t}}{\frac{1}{z}\ln t}\right)\frac{\text{d}t}{zt} \frac{1}{\sqrt{\frac{1}{z}\ln t}}$$
Arranging a bit the terms to get:
$$\Psi_1 (z) = \int_1^{+\infty} \frac{1}{t}\ln\left(1 + \frac{z}{t\ln t}\right)\frac{\text{d}t}{\sqrt{\ln t}}$$
Now perfomr the other substitution
$$\ln t = p^2 ~~~~~ p = \sqrt{\ln t} ~~~~~\text{d}p = \frac{1}{2\sqrt{\ln t}}\frac{1}{t}\ \text{d}p$$
To get:
$$\Psi_1(z) = 2\int_0^{+\infty} \ln\left(1 + \frac{z}{p}e^{-p^2}\right)\ \text{d}p$$
I believe this is (maybe not) the best we can obtain from the first part. Maybe there are more suitable substitutions. I'm on the bus, so I hope I did not write malarkey.
One might try to expand the exponential term (like up to the second order) and give a try of the behaviour.
Otherwise, you might evaluate it with a $\Lambda$ cutoff like
$$\Psi_2(z) = \lim_{\Lambda\to \infty}\int_0^{\Lambda} \ln\left(1 + \frac{z}{p}e^{-p^2}\right)\ \text{d}p$$
For the second term, I'd try something similar.
Once at home, I'll take a deeper look.
Interesting case: $z = p$
$$\Psi_2(z = p) = \lim_{\Lambda\to \infty}\int_0^{\Lambda} \ln\left(1 + e^{-p^2}\right)\ \text{d}p = 0.6780938949040456$$