Definition
$$\mathbf{H}_{m}^{(n)}(x) = \sum_{k=1}^\infty \frac{H_k^{(n)}}{k^m} x^k\tag{1}$$
We define $$\mathbf{H}_{m}^{(1)}(x) = \mathbf{H}_{m}(x)=\sum_{k=1}^\infty \frac{H_k}{k^m} x^k \tag{2}$$
Note the alternating general formula $$\mathbf{H}_{m}(-1) = \sum_{k=1}^\infty (-1)^k \frac{H_k}{k^m} \tag{3}$$
Motivation
(1) seems to be impossible to track so we focus on (2) and (3). It has been proven in [5] and [6] that the form $\mathbf{H}_{2m}(-1)$ has a general formula in terms of zeta functions $$\begin{align*} \mathbf{H}_{2m}(-1) &=\frac{2m+1}{2}\left(1-2^{-2m}\right)\zeta(2m+1)-\frac{1}{2}\zeta(2m+1)\\ &\qquad-\sum_{k=1}^{m-1}\left(1-2^{1-2k}\right)\zeta(2k)\zeta(2m+1-2k) \end{align*}$$
Up to my knowledge the literature lacks any general formula for $\mathbf{H}_{2m+1}(-1)$. The odd formula seems to contain a finite combination of zeta and polylogs and their multiplication.
Examples
In [1] we see different evaluations for
$$\mathbf{H}_{1}(-1) = \frac{1}{2} \log^2 (2)-\frac{1}{2} \zeta(2)$$
In [2] we have
$$\mathbf{H}_{3}(-1)=-\frac{11\pi^4}{360}+\frac{\ln^42-\pi^2\ln^22}{12}+2\mathrm{Li}_4\left(\frac12\right)+\frac{7\ln 2}{4}\zeta(3)$$
In [3] we have some impressive calculations leading to
$$\begin{align} \color{blue}{\mathbf{H}_{3}(x)}=&\frac12\zeta(3)\ln x-\frac18\ln^2x\ln^2(1-x)+\frac12\ln x\left[\color{blue}{\mathbf{H}_{2}(x)}-\operatorname{Li}_3(x)\right]\\&+\operatorname{Li}_4(x)-\frac{\pi^2}{12}\operatorname{Li}_2(x)-\frac12\operatorname{Li}_3(1-x)\ln x+\frac{\pi^4}{60}. \end{align}$$
Also in [8]
\begin{align} \color{blue}{\mathbf{H}_{4}(x)} =&\ \frac1{10}\zeta(3)\ln^2 x+\frac{\pi^4}{150}\ln x-\frac{\pi^2}{30}\operatorname{Li}_3(x)-\frac1{60}\ln^3x\ln^2(1-x)+\frac65\operatorname{Li}_5(x)\\&-\frac15\left[\operatorname{Li}_3(x)-\operatorname{Li}_2(x)\ln x-\frac12\ln(1-x)\ln^2x\right]\operatorname{Li}_2(1-x)-\frac15\operatorname{Li}_4(x)\\&-\frac35\operatorname{Li}_4(x)\ln x+\frac15\operatorname{Li}_3(x)\ln x+\frac15\operatorname{Li}_3(x)\ln^2x-\frac1{10}\operatorname{Li}_3(1-x)\ln^2 x\\&-\frac1{15}\operatorname{Li}_2(x)\ln^3x-\frac15\color{blue}{\mathbf{H}_{2}^{(3)}(x)}+\frac15\color{blue}{\mathbf{H}_{2}^{(2)}(x)} +\frac15\color{blue}{\mathbf{H}_{1}^{(3)}(x)}\ln x\\&-\frac15\color{blue}{\mathbf{H}_{1}^{(2)}(x)}\ln x+\frac25\color{blue}{\mathbf{H}_{3}(x)}\ln x-\frac15\color{blue}{\mathbf{H}_{2}(x)}\ln^2x+\frac1{15}\color{blue}{\mathbf{H}_{1}(x)}\ln^3x\\&+\frac{\pi^4}{450}+\frac{\pi^2}{5}\zeta(3)-\frac35\zeta(3)+3\zeta(5)\ \end{align}
In [4] I showed
$$\int\limits_0^1 \dfrac{\log^2 (1+x)\log^n x}{x}\; dx =2 (-1)^n(n!) \left[ \mathbf{H}_{n+2}(-1) + \left(1-2^{-n-2} \right) \zeta(n+3) \right]$$
Questions
- Can we evaluate
$$\mathbf{H}_{5}(x) , \mathbf{H}_{5}(-1)$$
- Can we show the following has no simple general formula ? $$\mathbf{H}_{2n+1}(x),\mathbf{H}_{2n+1}(-1)$$
Conjectures
- Interestingly the evaluations of $\mathbf{H}_{m}^{(n)}(-1)$ are related to $\mathbf{H}_{m}^{(n)}\left(\frac{1}{2}\right)$ with the same complexity.
- The form $\mathbf{H}_{m}^{(n)}(x)$ seem to involve a finite sum of products of logs,polylogs and zeta values.
- There can exist a recursive formula that connects
$$\mathbf{H}_{m}^{(n)}(x) = \sum_{1\leq s,t < m} (a_{s,t})\,\mathbf{H}_{s}^{(t)}(x)$$
References
[2] Alternating harmonic sum $\sum_{k\geq 1}\frac{(-1)^k}{k^3}H_k$
[3] Infinite Series $\sum_{n=1}^\infty\frac{H_n}{n^32^n}$
[4] Evaluating $\int_0^1 \frac{\ln^m (1+x)\ln^n x}{x}\; dx$ for $m,n\in\mathbb{N}$
[5] https://arxiv.org/pdf/1301.7662.pdf
[6] http://algo.inria.fr/flajolet/Publications/FlSa98.pdf
Related
[8] How to find ${\large\int}_0^1\frac{\ln^3(1+x)\ln x}x\mathrm dx$