$$I(a)=\int_0^{\infty}\sin(u\cosh x)\sin(u\sinh x)\frac{dx}{\sinh x}:a>0$$
I started with $$\sin(a)\sin(b)=\frac{1}{2}(\cos(a-b)-\cos(a+b))$$
so $$I(a)=\frac{1}{2}\int_0^{\infty}\left ( \cos(ue^{-x})-\cos(ue^x) \right )\frac{dx}{\sinh x}$$ $t=e^x$ $$I(a)=\int_1^{\infty}\left ( \cos(ut^{-1})-\cos(ut) \right )\frac{dt}{t^2-1}$$
$t \to1/v$
$$I(a)=\int_0^{1}\left ( \cos(uv)-\cos(uv^{-1}) \right )\frac{dv}{1-v^2}$$
$$I(a)=\sum_{n=0}^{\infty}\int_0^{1}\left ( v^{2n}\cos(uv)-v^{2n}\cos(uv^{-1}) \right )dv$$
and I can't solve the last integral ---
so what is your suggestions to solve the last integral or if there is better way to start using real analysis.
By the residue theorem, $$ \int_{0}^{+\infty}\frac{\cos(uv)-\cos u}{1-v^2}\,dv = \frac{\pi}{2}(\operatorname{sign} u)\sin u.$$ Just consider the previous integral, split the integration range into $(0,1)\cup(1,+\infty)$ and use the substitution $v\to 1/v$ on the second interval.