I recently learned $\int^{\infty}_{-\infty}\sin(e^x)dx$ can be solved like this:
$$\int_{-\infty}^{\infty}\sin(e^x)dx$$
$$\int^{\infty}_{-\infty}\frac{\sin(e^x)}{e^x}e^xdx$$
$$\int^{\infty}_{0}\frac{\sin(u)}{u}du$$
$$\operatorname{Si}(e^x)|^\infty_{0}=\frac{\pi}{2}$$
It inspired me to come up with this integral which wolfram alpha approximates to $-0.98771815$.
I employed a similar strategy on my integral:
$$\int_{-\infty}^{\infty}\sin(xe^x)dx=\int_{-\infty}^{\infty}\frac{\sin(xe^x)}{xe^x+e^x}(xe^x+e^x)dx=\int_{0}^{\infty}\frac{\sin(u)}{u+e^{W(u)}}du\\=\int_{0}^{\infty}\frac{\sin(u)}{u+\frac{u}{W(u)}}du=\int_{0}^{\infty}\frac{\sin(u)W(u)}{u(1+W(u))}du$$
I don't know how to solve this so I tried a different substitution:
$$\int_{-\infty}^{\infty}\sin(xe^x)dx=\int_{-\infty}^{\infty}\frac{\sin(xe^x)}{e^x}e^xdx=\int_{0}^{\infty}\frac{\sin(\ln(u)u)}{u}du$$
I feel like I am close here but I don't know how to progress.

$$\int_{-\infty}^\infty\sin(xe^x)dx=\underbrace{\int_{-\infty}^0\sin(xe^x)dx}_A+ \underbrace{\int_0^\infty\sin(xe^x)dx}_B=\underbrace{\frac i2\int_0^1x^{-i x-1}-x^{ix-1}}_Adx+ \underbrace{\frac i2\int_1^\infty x^{-i x-1}-x^{ix-1}}_B$$
Integral $A$:
$A$ is reminiscent of the sophomore’s dream integrals. We expand using sine’s Maclaurin series: $$\int_{-\infty}^0\sin(xe^x)dx=\sum_{n=0}^\infty\frac{(-1)^n}{(2n+1)!}\int_{-\infty}^0 x^{2n+1} e^{(2n+1)x}dx$$
Finally substituting $(2n+1)x=-t$ and using the factorial’s integral representation gives:
$$A=\sum_{n=1}^\infty(-1)^{n+1}(2n-1)^{-2n}$$
Integral $B$:
$B$ is like the “natural” sophomore’s dream $\int_0^\infty x^{-x}dx$. Taking a limit and applying the same procedure, we get the lower $P(a,x)$ regularized gamma functions:
$$B=\int_0^\infty\sin(xe^x)=\lim_{b\to\infty}\int_0^b\sin(xe^x)dx=\lim_{b\to\infty}\sum_{n=1}^\infty\frac{(-1)^n P(2n,(1-2n)b)}{(2n-1)^{2n}}$$
Truncating the sum at $n=N$, the result numerically matches if $b\ll N$ as shown here. For larger $N$, there looks to be computation errors, but you can still find expected results like here, after clicking “More digits”.