It appears there is an alternate closed form when $m$ is odd. Start
by evaluating the inner sum:
$$\sum_{j=0}^m (-1)^j {m\choose j} \frac{1}{2j+4n+1}$$
using
$$f(z) = (-1)^m m! \frac{1}{2z+4n+1} \prod_{q=0}^m \frac{1}{z-q}.$$
We get for $0\le j\le m$
$$\mathrm{Res}_{z=j} f(z) =
(-1)^m m! \frac{1}{2j+4n+1}
\prod_{q=0}^{j-1} \frac{1}{j-q} \prod_{q=j+1}^m \frac{1}{j-q}
\\ = (-1)^m m! \frac{1}{2j+4n+1}
\frac{1}{j!} (-1)^{m-j} \frac{1}{(m-j)!}
\\ = \frac{1}{2j+4n+1} (-1)^j {m\choose j}.$$
It follows that the inner sum is (residues sum to zero)
$$-\mathrm{Res}_{z=\infty} f(z)
-\mathrm{Res}_{z=-2n-1/2} f(z).$$
We get for the first residue
$$-\mathrm{Res}_{z=\infty} f(z) =
\mathrm{Res}_{z=0} \frac{1}{z^2}
(-1)^m m! \frac{1}{2/z+4n+1} \prod_{q=0}^m \frac{1}{1/z-q}
\\ = \mathrm{Res}_{z=0} (-1)^m m! \frac{1}{z^2} \frac{z}{2+z(4n+1)}
\prod_{q=0}^m \frac{z}{1-qz}
\\ = \mathrm{Res}_{z=0} (-1)^m m! \frac{1}{2+z(4n+1)}
\prod_{q=1}^m \frac{z}{1-qz}
\\ = \mathrm{Res}_{z=0} (-1)^m m! z^{m} \frac{1}{2+z(4n+1)}
\prod_{q=1}^m \frac{1}{1-qz} = 0$$
because $m\ge 1.$ The second residue yields
$$- \frac{1}{2} (-1)^m m!
\prod_{q=0}^m \frac{1}{-2n-1/2-q}
= 2^m (-1)^{m+1} m! \prod_{q=0}^m \frac{1}{-4n-1-2q}
\\ = 2^m m! \prod_{q=0}^m \frac{1}{4n+1+2q}.$$
and this is the value of the inner sum. Observe that
$$\prod_{q=0}^m \frac{1}{4(-n-(m+1)/2)+1+2q}
= \prod_{q=0}^m \frac{1}{-4n+2(q-(m+1))+1}
\\ = (-1)^{m+1} \prod_{q=0}^m \frac{1}{4n+2(m+1-q)-1}
= (-1)^{m+1} \prod_{q=0}^m \frac{1}{4n+2(m-q)+1}
\\ = \prod_{q=0}^m \frac{1}{4n+2q+1}.$$
It now follows that with
$$g(z) = 2^m m! \times
\pi \cot(\pi z) \prod_{q=0}^m \frac{1}{4z+2q+1}
\\ = \frac{1}{2^{m+2}} m! \times
\pi \cot(\pi z) \prod_{q=0}^m \frac{1}{z+(2q+1)/4}$$
we have
$$2S + \sum_{p=1}^{(m-1)/2} \mathrm{Res}_{z=-p} g(z)
+ \sum_{p=0}^m \mathrm{Res}_{z=-p/2-1/4} g(z) = 0.$$
Note that
$$\mathrm{Res}_{z=-p/2-1/4} g(z) \\ =
\frac{1}{2^{m+2}} m! \times \pi \cot(-\pi(2p+1)/4) \\ \times
\prod_{q=0}^{p-1} \frac{1}{-(2p+1)/4+(2q+1)/4}
\prod_{q=p+1}^{m} \frac{1}{-(2p+1)/4+(2q+1)/4}
\\ = \frac{1}{2^{m+2}} m! \times \pi (-1)^{p+1}
\prod_{q=0}^{p-1} \frac{2}{q-p}
\prod_{q=p+1}^{m} \frac{2}{q-p}
\\ = \frac{\pi}{4} m!
\times (-1)^{p+1} \frac{(-1)^p}{p!}\frac{1}{(m-p)!}
= - \frac{\pi}{4} {m\choose p}.$$
Hence
$$\sum_{p=0}^m \mathrm{Res}_{z=-p/2-1/4} g(z) =
- \frac{\pi}{4} \sum_{p=0}^m {m\choose p} = - \frac{\pi}{4} 2^m.$$
and we may conclude that
$$\bbox[5px,border:2px solid #00A000]{
S = \frac{\pi}{8} 2^m
-\frac{1}{2} 2^m m! \sum_{p=1}^{(m-1)/2}
\prod_{q=0}^m \frac{1}{-4p+2q+1},
\quad m\;\text{odd.}}$$
The required bounds on $g(z)$ are examined at the following MSE
link.