The first integral is$$\Im\int_0^{2\pi}e^{\cos\theta+i(\sin\theta-n\theta)}d\theta=\Im\int_0^{2\pi}e^{e^{i\theta}-in\theta}d\theta.$$Expanding $e^{e^{i\theta}}$ as a power series in $e^{i\theta}$ and using $\int_0^{2\pi}e^{ik\theta}=2\pi\delta_{k0}$ for $k\in\Bbb Z$, this is$$\Im\frac{2\pi}{k!}=0.$$Similarly, the second integral is$$\Re\int_0^{2\pi}e^{-e^{-i\theta}+in\theta}d\theta=\frac{(-1)^n2\pi}{n!}.$$
The first integral is$$\Im\int_0^{2\pi}e^{\cos\theta+i(\sin\theta-n\theta)}d\theta=\Im\int_0^{2\pi}e^{e^{i\theta}-in\theta}d\theta.$$Expanding $e^{e^{i\theta}}$ as a power series in $e^{i\theta}$ and using $\int_0^{2\pi}e^{ik\theta}=2\pi\delta_{k0}$ for $k\in\Bbb Z$, this is$$\Im\frac{2\pi}{k!}=0.$$Similarly, the second integral is$$\Re\int_0^{2\pi}e^{-e^{-i\theta}+in\theta}d\theta=\frac{(-1)^n2\pi}{n!}.$$