$$\sum_{n=0}^{\infty} \frac{z^{kn+p}}{(kn+p)!}$$
I have found out that
$$\sum_{n=0}^{\infty} \frac{z^{kn}}{(kn)!} = \frac{1}{k} {}\sum_{i=0}^{k-1} e^{z\varepsilon_i}$$
where $\varepsilon_i$ is the $i$-th rooth of unity.
how can this help further, I tried calculating by multiplying with every term $e^{z\varepsilon_i}$ with $ \varepsilon_i^s z^s $ and then adding them togheter but I'm having troubles on how to get the $ (kn+p) $! on the denominator.
Hint:
Integrate both sides of your equation $ p$ times from $0$ to $z'$ over $z$ (after each integration replace $z'$ with $z$).
The expression (1) can be easily proved by induction. Let $$f_p (z)=\sum_{n=0}^{\infty} \frac{z^{kn+p}}{(kn+p)!},\quad F_p (z)=\frac{1}{k}\sum_{i=0}^{k-1}\frac1{\varepsilon_i^p}\left(e^{\varepsilon_iz}-\sum_{q=0}^{p-1}\frac{(\varepsilon_i z)^q}{q!}\right)$$
As you have proved: $$f_0(z)=F_0 (z).$$ Further: $$ f_p(z)=F_p (z)\implies f_{p+1}(z)=F_{p+1}(z).$$ Indeed: $$ f_{p+1}(z)=\int_0^zf_p(z')dz'\stackrel {I.H.}= \int_0^z F_p (z')dz'=F_{p+1}(z).$$