$\def\e{\mathrm{e}} \def\veq{\mathrel{\phantom{=}}}$Denote $μ = λ^d$. It will be proved that\begin{align*}
(μ + (1 - μ) \e^{(d - 1)s})^{-\frac{1}{d - 1}} \leqslant \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-sμ^{\frac{1}{d}}}
\end{align*}
holds for $0 < μ < 1$, $s > 0$ and $d > 1$. Step 1 and Step 2 prepare for the proof of monotonicity in Step 3.
Lemma: For $0 < x <1$ and $r > 1$,$$
1 - x^r \leqslant r(1 - x).
$$
(This is trivial by considering the partial derivative of $x^r - rx$ with respect to $x$.)
Step 1: For $0 < μ < 1$, $d > 1$ and $n \in \mathbb{N}$,\begin{align*}
&\veq \sum_{k = 0}^n \binom{n}{k} μ^{\frac{k}{d}} (d - 1)^{n - k} μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^k}))\\
&\geqslant μ \cdot (μ^{\frac{1}{d}} + d - 1)^n \cdot μ^{\frac{d^n - 1}{d - 1}} \geqslant μ \cdot μ^{\frac{n}{d}} d^n μ^{\frac{d^n - 1}{d - 1}} \geqslant μ \cdot μ^{\frac{n}{d}} \frac{1 - μ^{d^n}}{1 - μ} μ^{\frac{d^n - 1}{d - 1}}. \tag{1.1}
\end{align*}
Proof: For $n = 0$, (1.1) becomes$$
1 - μ^{\frac{1}{d}} (1 - μ) \geqslant μ \geqslant μ,
$$
which is true because$$
1 - μ^{\frac{1}{d}} (1 - μ) - μ = (1 - μ)(1 - μ^{\frac{1}{d}}) \geqslant 0.
$$
For $n \geqslant 2$, since$$
(μ^{\frac{1}{d}} + d - 1)^n = \sum_{k = 0}^n \binom{n}{k} μ^{\frac{k}{d}} (d - 1)^{n - k},
$$
then\begin{align*}
&\veq \sum_{k = 0}^n \binom{n}{k} μ^{\frac{k}{d}} (d - 1)^{n - k} μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^k})) - μ \cdot (μ^{\frac{1}{d}} + d - 1)^n μ^{\frac{d^n - 1}{d - 1}}\\
&= \sum_{k = 0}^n \binom{n}{k} μ^{\frac{k}{d}} (d - 1)^{n - k} \left( μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^k})) - μ^{\frac{d^n - 1}{d - 1}} \cdot μ \right). \tag{1.2}
\end{align*}
For the $k = n$ term in (1.2), by the lemma,\begin{align*}
&\veq μ^{\frac{n}{d}} \left( μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^n})) - μ^{\frac{d^n - 1}{d - 1}} \cdot μ \right) = μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ - μ^{\frac{1}{d}} (1 - μ^{d^n}))\\
&\geqslant μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ - μ^{\frac{1}{d}} d^n (1 - μ)) = μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ)(1 - μ^{\frac{1}{d}} d^n)\\
&\geqslant μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ)(1 - d^n) = - μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ) \sum_{k = 0}^{n - 1} \binom{n}{k} (d - 1)^{n - k},
\end{align*}
thus\begin{align*}
(1.2) &\geqslant \sum_{k = 0}^{n - 1} \binom{n}{k} μ^{\frac{k}{d}} (d - 1)^{n - k} \left( μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^k})) - μ^{\frac{d^n - 1}{d - 1}} \cdot μ \right)\\
&\veq - μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ) \sum_{k = 0}^{n - 1} \binom{n}{k} (d - 1)^{n - k}\\
&= \sum_{k = 0}^{n - 1} \binom{n}{k} (d - 1)^{n - k} \left( μ^{\frac{k}{d}} \left( μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^k})) - μ^{\frac{d^n - 1}{d - 1}} \cdot μ \right) - μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ) \right). \tag{1.3}
\end{align*}
For $0 \leqslant k \leqslant n - 1$, since $0 < μ < 1$ and $d > 1$, then $μ^{\frac{k}{d}}$, $μ^{\frac{d^k - 1}{d - 1}}$ and $μ^{d^k}$ are all decreasing with respect to $k$. Thus\begin{align*}
&\veq μ^{\frac{k}{d}} \left( μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^k})) - μ^{\frac{d^n - 1}{d - 1}} \cdot μ \right) - μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ)\\
&\geqslant μ^{\frac{n - 1}{d}} \left( μ^{\frac{d^{n - 1} - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^{n - 1}})) - μ^{\frac{d^n - 1}{d - 1}} \cdot μ \right) - μ^{\frac{n}{d}} μ^{\frac{d^n - 1}{d - 1}} (1 - μ)\\
&= μ^{\frac{n - 1}{d}} μ^{\frac{d^{n - 1} - 1}{d - 1}} \left( (1 - μ^{\frac{1}{d}} (1 - μ^{d^{n - 1}})) - μ^{d^{n - 1}} \cdot μ - μ^{\frac{1}{d}} μ^{d^{n - 1}} (1 - μ) \right)\\
&= μ^{\frac{n - 1}{d}} μ^{\frac{d^{n - 1} - 1}{d - 1}} \left( 1 - μ^{\frac{1}{d}} - μ^{d^{n - 1} + 1} + μ^{\frac{1}{d} + d^{n - 1} + 1}\right)\\
&= μ^{\frac{n - 1}{d}} μ^{\frac{d^{n - 1} - 1}{d - 1}} (1 - μ^{\frac{1}{d}})(1 - μ^{d^{n - 1} + 1}) \geqslant 0,
\end{align*}
which implies $(1.3) \geqslant 0$. Therefore,$$
\sum_{k = 0}^n \binom{n}{k} μ^{\frac{k}{d}} (d - 1)^{n - k} μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^k})) \geqslant μ \cdot (μ^{\frac{1}{d}} + d - 1)^n μ^{\frac{d^n - 1}{d - 1}}.
$$
Also, $0 < μ < 1$ and $d > 1$ implies $μ^{\frac{1}{d}} + d - 1 \geqslant d μ^{\frac{1}{d}}$, and by the lemma, $\displaystyle d^n \geqslant \frac{1 - μ^{d^n}}{1 - μ}$. Hence (1.1) holds for $0 < μ < 1$, $d > 1$ and $n \in \mathbb{N}$.
Step 2: For $0 < μ < 1$, $s > 0$ and $d > 1$,\begin{align*}
&\veq \e^{(d - 1)s} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{\frac{1}{d}}(1 - μ^{d^n}))\\
&\geqslant μ \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} \frac{1 - μ^{d^n}}{1 - μ} μ^{\frac{d^n - 1}{d - 1}} \geqslant μ^{\frac{1}{d}} μ \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} \frac{1 - μ^{d^n}}{1 - μ} μ^{\frac{d^n - 1}{d - 1}}. \tag{2.1}
\end{align*}
Proof: By Mertens' theorem,\begin{align*}
&\veq \e^{(d - 1)s} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{\frac{1}{d}}(1 - μ^{d^n}))\\
&= \left( \sum_{n = 0}^\infty \frac{((d - 1)s)^n}{n!} \right) \left( \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{\frac{1}{d}}(1 - μ^{d^n})) \right)\\
&= \sum_{n = 0}^\infty \sum_{k = 0}^n \frac{((d - 1)s)^{n - k}}{(n - k)!} \cdot \frac{(sμ^{\frac{1}{d}})^k}{k!} μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}}(1 - μ^{d^k}))\\
&= \sum_{n = 0}^\infty \frac{s^n}{n!} \sum_{k = 0}^n \binom{n}{k} μ^{\frac{k}{d}} (d - 1)^{n - k} μ^{\frac{d^k - 1}{d - 1}} (1 - μ^{\frac{1}{d}}(1 - μ^{d^k})). \tag{2.2}
\end{align*}
By (1.1),\begin{align*}
(2.2) &\geqslant \sum_{n = 0}^\infty \frac{s^n}{n!} μ \cdot μ^{\frac{n}{d}} \frac{1 - μ^{d^n}}{1 - μ} μ^{\frac{d^n - 1}{d - 1}} = μ \cdot \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} \frac{1 - μ^{d^n}}{1 - μ} μ^{\frac{d^n - 1}{d - 1}}\\
&\geqslant μ^{\frac{1}{d}} μ \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} \frac{1 - μ^{d^n}}{1 - μ} μ^{\frac{d^n - 1}{d - 1}}.
\end{align*}
Hence (2.2) holds for $0 < μ < 1$, $s > 0$ and $d > 1$.
Step 3: For $0 < μ < 1$ and $d > 1$,\begin{align*}
f(s) &= \ln\left( \left( \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-sμ^{\frac{1}{d}}} \right) (μ + (1 - μ) \e^{(d - 1)s})^{\frac{1}{d - 1}} \right)\\
&= \ln\left( \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \right) - sμ^{\frac{1}{d}} + \frac{1}{d - 1} \ln(μ + (1 - μ) \e^{(d - 1)s})
\end{align*}
is increasing for $s > 0$.
Proof: Because for any $A > 0$, the series$$
\sum_{n = 0}^\infty \left( \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \right)' = \sum_{n = 1}^\infty \frac{n s^{n- 1} μ^{\frac{n}{d}}}{n!} μ^{\frac{d^n - 1}{d - 1}} = μ^{\frac{1}{d}} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^{n + 1} - 1}{d - 1}}
$$
converges uniformly for $s \in (0, A)$, then for any $s > 0$,\begin{align*}
f'(s) &= \frac{\sum\limits_{n = 0}^\infty \left( \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \right)'}{\sum\limits_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}}} - μ^{\frac{1}{d}} + \frac{1}{d - 1} \frac{(μ + (1 - μ) \e^{(d - 1)s})'}{μ + (1 - μ) \e^{(d - 1)s}}\\
&= \frac{μ^{\frac{1}{d}} \sum\limits_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^{n + 1} - 1}{d - 1}}}{\sum\limits_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}}} - μ^{\frac{1}{d}} + \frac{(1 - μ) \e^{(d - 1)s}}{μ + (1 - μ) \e^{(d - 1)s}}.
\end{align*}
Define$$
A = μ^{\frac{1}{d}} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} - μ^{\frac{1}{d}} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^{n + 1} - 1}{d - 1}}, \quad B = \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}}.
$$
Because\begin{align*}
A &= μ^{\frac{1}{d}} \left( \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} - \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^{n + 1} - 1}{d - 1}} \right)\\
&= μ^{\frac{1}{d}} \left( \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} - \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \cdot μ^{d^n} \right)\\
&= μ^{\frac{1}{d}} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{d^n}),
\end{align*}\begin{align*}
B - A &= \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} - μ^{\frac{1}{d}} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{d^n})\\
&= \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^n})),
\end{align*}
then\begin{align*}
f'(s) \geqslant 0 &\Longleftrightarrow \frac{(1 - μ) \e^{(d - 1)s}}{μ + (1 - μ) \e^{(d - 1)s}} \geqslant \frac{A}{B}\\
&\Longleftrightarrow B(1 - μ) \e^{(d - 1)s} \geqslant A(μ + (1 - μ) \e^{(d - 1)s})\\
&\Longleftrightarrow (1 - μ)(B - A) \e^{(d - 1)s} \geqslant μA\\
&\Longleftrightarrow (B - A) \e^{(d - 1)s} \geqslant \frac{μ}{1 - μ} A\\
&\Longleftrightarrow \e^{(d - 1)s} \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} (1 - μ^{\frac{1}{d}} (1 - μ^{d^n})) \geqslant μ^{\frac{1}{d}} μ \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \frac{1 - μ^{d^n}}{1 - μ},
\end{align*}
where the last inequality holds by (2.1). Hence $f(s)$ is increasing for $s > 0$.
Step 4: For $0 < μ < 1$, $s > 0$ and $d > 1$,\begin{align*}
(μ + (1 - μ) \e^{(d - 1)s})^{-\frac{1}{d - 1}} \leqslant \sum_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-sμ^{\frac{1}{d}}}. \tag{4.1}
\end{align*}
Proof: From Step 3 it is known that $f(s)$ is increasing for $s > 0$, thus$$
\exp(f(s)) = \frac{\sum\limits_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-sμ^{\frac{1}{d}}}}{(μ + (1 - μ) \e^{(d - 1)s})^{-\frac{1}{d - 1}}}
$$
is also increasing for $s > 0$. Because the series $\sum\limits_{n = 0}^\infty \frac{(sμ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-sμ^{\frac{1}{d}}}$ converges uniformly for $s \in [0, 1]$, then for any $s_0 > 0$,\begin{align*}
&\veq \frac{\sum\limits_{n = 0}^\infty \frac{(s_0 μ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-s_0 μ^{\frac{1}{d}}}}{(μ + (1 - μ) \e^{(d - 1)s_0})^{-\frac{1}{d - 1}}} = \exp(f(s_0)) \geqslant \lim_{s \to 0^+} \exp(f(s))\\
&= \frac{\lim\limits_{s \to 0^+} \sum\limits_{n = 0}^\infty \frac{(s μ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-s μ^{\frac{1}{d}}}}{\lim\limits_{s \to 0^+} (μ + (1 - μ) \e^{(d - 1)s})^{-\frac{1}{d - 1}}} = \frac{\sum\limits_{n = 0}^\infty \lim\limits_{s \to 0^+} \frac{(s μ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-s μ^{\frac{1}{d}}}}{\left( μ + (1 - μ) \lim\limits_{s \to 0^+} \e^{(d - 1)s} \right)^{-\frac{1}{d - 1}}}\\
&= \frac{\lim\limits_{s \to 0^+} \e^{-s μ^{\frac{1}{d}}} + \sum\limits_{n = 1}^\infty \lim\limits_{s \to 0^+} \frac{(s μ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-s μ^{\frac{1}{d}}}}{\left( μ + (1 - μ) \lim\limits_{s \to 0^+} \e^{(d - 1)s} \right)^{-\frac{1}{d - 1}}} = \frac{1}{(μ + (1 - μ))^{-\frac{1}{d - 1}}} = 1,
\end{align*}
i.e.$$
\sum_{n = 0}^\infty \frac{(s_0 μ^{\frac{1}{d}})^n}{n!} μ^{\frac{d^n - 1}{d - 1}} \e^{-s_0 μ^{\frac{1}{d}}} \geqslant (μ + (1 - μ) \e^{(d - 1)s_0})^{-\frac{1}{d - 1}}.
$$
Hence (4.1) holds for $0 < μ < 1$, $s > 0$ and $d > 1$.