Let $\alpha > 1$.
My question is: is $\int_0^1 \left(\sum_{n=1}^\infty \frac{n^\alpha e^{- t n^\alpha}}{1 - e^{- t n^\alpha}} \right)^{1/2} \, \mathrm{d}t$ finite ?
For $t \in ]0, 1]$, the series $\sum_{n=1}^\infty \frac{n^\alpha e^{- t n^\alpha}}{1 - e^{- t n^\alpha}}$ is convergent (using the ratio test for example). I don't think there is a direct way to compute its sum, so I looked for an upper bound, to no avail. The square root also prevents me from switching integral and series.
As you've said, the series converges for $t\in~\!]0,1]$. Thus the remaining issue is to check the asymptotic behavior as $t\to0$ in the series. Note that we have:
$$\sum_{n=1}^\infty\frac{n^\alpha e^{-tn^\alpha}}{1-e^{-tn^\alpha}}\sim\int_1^\infty\frac{x^\alpha e^{-tx^\alpha}}{1-e^{-tx^\alpha}}~\mathrm dx$$
By substituting $tx^\alpha\mapsto x$ we get
$$\sum_{n=1}^\infty\frac{n^\alpha e^{-tn^\alpha}}{1-e^{-tn^\alpha}}\sim\frac1{\alpha t^{(1+\alpha)/\alpha}}\int_t^\infty\frac{\sqrt[\alpha]xe^{-x}}{1-e^{-x}}~\mathrm dx$$
which thus reduces the problem down to testing the convergence of
$$\int_0^1\frac1{t^{(1+\alpha)/2\alpha}}~\mathrm dt$$