I have encounter a series of the form $$\sum_{k=0}^\infty(-1)^k(2k+1)^2 z^{(2k+1)^2}, \ z\in [0,1),$$ which basically comes from the derivative of $$\sum_{k=0}^\infty (-1)^k z^{(2k+1)^2}.$$
The later is a bit like the Jacobi theta function which I managed to calculate its limit as $z \to 1$. But is there any effective way to calculate the first one as $z\to 1$? Numerical calculation shows the limit shall be $-1/2$.
New Answer. Following the definition in this Wikipedia article, we define $(\mathrm{C},\alpha)$-summability as follows:
Then the following version of the abelian theorem holds:
We first demonstrate how this theorem can be used to prove the existence of OP's limit and find its value. Indeed, it can be shown that $a_n = (-1)^n (2n+1)^2$ is $(\mathrm{C},3)$-summable. Then the above theorem with $\lambda(n) = (2n+1)^2$ shows that
$$ \lim_{s \to 0^+} \sum_{n=0}^{\infty} (-1)^n (2n+1)^2 e^{-s (2n+1)^2} = (\mathrm{C},3)\text{-}\sum_{n=0}^{\infty} (-1)^n (2n+1)^2. $$
On the other hand, this value can also be computed by the above theorem with the choice $\lambda(n) = n$, which leads to
\begin{align*} (\mathrm{C},3)\text{-}\sum_{n=0}^{\infty} (-1)^n (2n+1)^2 &= \lim_{s \to 0^+} \sum_{n=0}^{\infty} (-1)^n (2n+1)^2 e^{-sn} \\ &= \lim_{s \to 0^+} \frac{1 - 6e^{-s} + e^{-2s}}{(1 + e^{-s})^3} \\ &= -\frac{1}{2}. \end{align*}
Sketch of Proof. The proof of the theorem is a bit lengthy, so we only sketch the idea: if $\deg \lambda = d$, then by substituting $s = t^d$, we get
$$ \sum_{n=0}^{\infty} a_n e^{-t^d \lambda(n)} = \int_{0}^{\infty} \Biggl( \sum_{n=0}^{\infty} S^{\alpha}_n \psi^{\alpha}_{t,n}(u) \Biggr) \left( -\frac{\partial}{\partial u}\right)^{\alpha+1} e^{-t^d \lambda(u/t)} \, \mathrm{d}u, $$
where $\psi_{t,n,\alpha}(u)$ is defined by
$$ \psi^{\alpha}_{t,n}(u) := \binom{n+\alpha}{n} \sum_{j=0}^{\alpha+1} (-1)^j \binom{\alpha+1}{j} \frac{\max\{u - t(n+j),0\}^{\alpha}}{\alpha!}. $$
This function satisfies a very nice property:
$$ \psi^{\alpha}_{t,n}(u) \geq 0 \qquad \text{and} \qquad \frac{u^{\alpha}}{\alpha!}\mathbf{1}_{[0, Nt]}(u) \leq \sum_{n=0}^{N-1} \psi^{\alpha}_{t,n}(u) \leq \frac{u^{\alpha}}{\alpha!} $$
for any $u \geq 0$ and $N \geq 1$. Now let $c > 0$ be the leading coefficient of $\lambda$. Then using the above observation together with a bit of estimates, we can prove that $S^{\alpha}_n \to S$ implies
$$ \lim_{t \to 0^+} \sum_{n=0}^{\infty} a_n e^{-t^d \lambda(n)} = \int_{0}^{\infty} \left( S \frac{u^{\alpha}}{\alpha!} \right) \left( -\frac{d}{d u}\right)^{\alpha+1} e^{-cu^d} \, \mathrm{d}u = S. $$