The Normal definition of Harmonic numbers with $ n \in \mathbb{N} $ is
$$ H_n = \sum_{k=1}^{n}\frac{1}{k} \tag{1}\label{eq1A} $$
This can be expanded to $ n \in \mathbb{C} $
$$ H_n = \psi_0(n+1) + \gamma \tag{2}\label{eq2A}$$
Where $\psi_0(n)$ is the $0$th degree Polygamma function, which is defined for complex values of n, and $\gamma$ is the Euler-Mascheroni constant.
So my question is there a general solution to $H_{ji}$ where $j \in \mathbb{N} $ and $i$ is the imaginary unit?
I considered in using the series formula of the Polygamma which is
$$ \psi_0(z+1) = -\gamma + \sum_{n=1}^\infty(\frac{1}{n}-\frac{1}{n+z}) \tag{3}\label{eq3A}$$
Simplify the $(2)$ with $(3)$ we get
$$ H_{ji} = \sum_{n=1}^\infty(\frac{1}{n}-\frac{1}{n+ji}) \tag{4}\label{eq4A}$$
But I don't know how to simplify this series.
I tried to use the function above and Wolfram Alpha just simplifies it back to $\psi_0(x+1) + \gamma $ so this type of method seems to just be dead end.
Another method I have considered is the integral representation of $\psi_0(z)$ which is
$$ \psi_0(z) = \int_0^\infty (e^{-t}-\frac{1}{(1+t)^z})\frac{dt}{t} \tag{5}\label{eq5A}$$
Which transforms our $(2)$ into
$$ H_{ji} = \int_0^\infty (e^{-t}-{(1+t)^{-ji+1}})\frac{dt}{t} + \gamma \tag{6}\label{eq6A}$$
Expanding the integral int $(6)$ we get
$$ H_{ji} = \int_0^\infty \frac{e^{-t}}{t}dt - \int_0^\infty \frac{(1+t)^{-ji+1}}{t}dt + \gamma \tag{7}\label{e71A}$$
Which is just
$$ H_{ji} = \Gamma(0) - \int_0^\infty \frac{(1+t)^{-ji+1}}{t}dt +\gamma \tag{8}\label{eq8A}$$
Where $ \Gamma(z) $ is the Gamma function.
Seeing that $ \lim_{z\to 0} \Gamma(z) \rightarrow \infty $ and that the second integral doesn't converge there has to be some type of manipulation for $\Gamma(0)$ and the second integral to get a value of $H_{ji}$.
You can also use the identity of $ \psi(z+1) = \psi(z)+\frac{1}{z} $ to obtain for the previous function as
$$H_{ji} = \Gamma(0) - \int_0^\infty \frac{1}{(1+t)^{ji}t}dt - \frac{i}{j} +\gamma\tag{9}\label{eq9A}$$
Letting $ 1+t = u $ we can see our $(9)$ will change to
$$H_{ji} = \Gamma(0) - \int_1^\infty \frac{1}{u^{ji}(u-1)}du - \frac{i}{j} +\gamma \tag{10}\label{eq10A}$$
Doing partial fraction decomposition of $ \frac{1}{u^{ji}(u-1)} = \frac{A}{u^{ji}}+\frac{B}{u-1} $ we see that
$$ A = -1 \\ B = 1^{1-ji} \tag{11}\label{eq11A}$$
Expanding our $(10)$ with $(11)$ we get
$$H_{ji} = \Gamma(0) - \int_1^\infty (\frac{1^{1-ji}}{u-1} - \frac{1}{u^{ji}})du - \frac{i}{j} +\gamma \tag{12}\label{eq12A}$$
Constructing $(12)$ into two integrals and simpifying we see find
$$ H_{ji} = \Gamma(0) - \int_1^\infty \frac{1}{u-1} du - \int_1^\infty \frac{1}{u^{ji}} du - \frac{i}{j} + \gamma \tag{13}\label{eq13A}$$
But it is obvious that these two integrals don't converge to any value, so it seems that the partial fraction decomposition is also a dead end.
Thanks to @AliShather, they noticed that the integral in $(8)$ is very closly related to the Beta function, where the beta function is
$$ B(x,y) = \int_0^\infty \frac{t^{x-1}}{(1+t)^{x+y}}dt = \frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)} \Re\{x,y\}>0 \tag{14}\label{eq14A}$$
Comparing this to the integral in $(8)$ we can see that $\Re\{x,y\} \ngtr 0$, but very close!
Is there any better way to solve this?
Thank you for your time and patience!
Let us consider the simplest case with an imaginary argument of the harmonic number, namely $H_i$. This can easily be generalized to the requested case $H_{ji}$.
The harmonic number can be defined for complex $z$ as
$$H_z = \sum_{k=1}^\infty \left( \frac{1}{k} - \frac{1}{k+z} \right)\tag{1}$$
Notice that you must not split the sum into two parts, because both sums
$$\sum_{k=1}^\infty \left( \frac{1}{k} \right),\sum_{k=1}^\infty \left( \frac{1}{k+z} \right) $$
are divergent.
Now for $z=i$ we have
$$H_i = \sum_{k=1}^\infty \left( \frac{1}{k} - \frac{1}{k+i} \right)\tag{2}$$
writing the summand as
$$ \frac{1}{k} - \frac{1}{k+i} = \frac{1}{k} - \frac{k-i}{(k+i)(k-i)} = \frac{1}{k} - \frac{k-i}{k^2+1}=\frac{1}{k} - \frac{k}{k^2+1}+i \frac{1}{k^2+1}\\=\frac{1}{k(k^2+1)} +i \frac{1}{k^2+1} $$
we get
$$H_i = \sum_{k=1}^\infty \left(\frac{1}{k(k^2+1)} +i \frac{1}{k^2+1}\right)\tag{3}$$
Now splitting is permitted because the two sums are convergent. In fact, the real and imaginary parts of $H_i$, $f$ and $g$, respectively, are
$$f = \sum_{k=1}^\infty \left(\frac{1}{k(k^2+1)}\right)\tag{4}$$
$$g = \sum_{k=1}^\infty \left( \frac{1}{k^2+1}\right)\tag{5}$$
I stop here for a while to let you calculate $f$ and $g$, i.e. find expressions which are not just real and imaginary part of $H_i$.
EDIT
Now, what can be said about $f$ and $g$?
$g$ has a closed form
$$g = \sum_{k=1}^\infty \left( \frac{1}{k^2+1}\right)= \frac{1}{2}\left(\sum_{k=-\infty}^\infty \left( \frac{1}{k^2+1}\right)-1 \right) \\= \frac{1}{2} (\pi \coth (\pi )-1) = \dfrac{\pi-1}{2}+\dfrac{\pi}{e^{2\pi}-1}\tag{6}$$
which has been given in several places in this forum, for instance here How to prove $\sum_{n=0}^{\infty} \frac{1}{1+n^2} = \frac{\pi+1}{2}+\frac{\pi}{e^{2\pi}-1}$ (notice that there the sum starts at $k=0$) and derived with complex contour integration here How to sum $\sum_{n=1}^{\infty} \frac{1}{n^2 + a^2}$?.
For $f$ I have not found a closed expression other than the information that $f$ is the real part of $H_i$. However, normally this would be considered a closed form as well.
Technically, the deeper reason for the different behaviour of $f$ and $g$ is that whereas $g$ can be written as a symmetric sum from $-\infty$ to $\infty$ which allows complex contour integration with a kernel $\pi \cot(\pi z)$, $f$ is a one-sided sum which has the kernel $H_{-z}$. The latter kernel then just brings us back to where we came from. Usage of contour integrals for infinite sums is described for example in chapter 2 of https://projecteuclid.org/download/pdf_1/euclid.em/1047674270