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\begin{align}
&\overbrace{\int_{-1/\pars{4\pi}}^{{0}}{%
\bracks{s\log{\pars{-4\pi s}}}^{\pars{2 + n}/2}
\over
s^{2}}\,\dd s}^{\ds{s\ =\ -\,{x \over 4\pi}\,,\quad x = -4\pi s}}\
=\
\pars{-1}^{\pars{n/2} -1}\,\,{\pi^{-n/2} \over 2^{n}}\quad
\overbrace{\int_{0}^{1}x^{\pars{n/2} - 1}\ln^{\pars{n/2} + 1}\pars{x}\,\dd x}
^{\ds{x\ =\ \expo{-z}\,,\quad z = -\ln\pars{x}}}
\\[3mm]&=
\pars{-1}^{\pars{n/2} - 1}\,\,
{\pi^{-n/2} \over 2^{n}}\,\pars{-1}^{\pars{n/2} + 1}
\int_{0}^{\infty}\expo{-nz/2}\,z^{\pars{n/2} + 1}\,\dd z
\\[3mm]&=
\pars{-1}^{n}\,\,{\pi^{-n/2} \over 2^{n}}\,{1 \over \pars{n/2}^{\pars{n/2} + 2}}
\quad
\overbrace{\int_{0}^{\infty}\expo{-z}\,z^{\bracks{\pars{n/2} + 2} - 1}\,\dd z}
^{\ds{\Gamma\pars{{n \over 2} + 2}}}
\\[3mm]&=
\pars{-1}^{n}\,\,{\pi^{-n/2} \over 2^{-2 + \pars{n/2}}}\,
{1 \over n^{\pars{n/2} + 2}}\Gamma\pars{2 + {n \over 2}}
=
\pars{-1}^{n}\,\,{8\pi^{-n/2} \over 2^{1 + \pars{n/2}}}\,
{1 \over n^{\pars{4 + n}/2}}\Gamma\pars{2 + {n \over 2}}
\\[1cm]&
\end{align}
$$
{\large\int_{-1/\pars{4\pi}}^{{0}}{%
\bracks{s\log{\pars{-4\pi s}}}^{\pars{2 + n}/2}
\over
s^{2}}\,\dd s
=
\color{#ff0000}{\large%
\pars{-1}^{n}\,
{8\pi^{-n/2}\,\Gamma\pars{2 + n/2}
\over
2^{1 + n/2\,}n^{\pars{4 + n}/2}}}}
$$
Notice that we got a pre factor $\pars{-1}^{n}$ besides the result the OP reports from the Mathematica package. We check explicitly ( we started from the initial integral with $n = 1$ ) our result for $n = 1$ and we found it's negative !!!.
We would like the OP recheck it with Mathematica ( Sorry, I don't have Mathematica ).