Depends on the domain you're working over.
On $[0, \pi]$, every continuously differentiable function has both a Fourier sine series and a Fourier cosine series. Since $\cos$ and $\sin$ are both $C^1$, they have a sine series and a cosine series respectively.
On $[-\pi, \pi]$, only even functions have cosine series, and only odd functions have sine series. So $\cos u$ does not have a sine series, and $\sin u$ does not have a cosine series. The series you obtained on $[0,\pi]$ will converge to $\sin |u|$ and $\frac{|u|}{u}\cos u$ respectively on this domain (and hence to the $2\pi$-periodic extensions of these functions on all of $\Bbb{R}$).