After investigating the integral
$$ \int_{0}^{\frac{\pi}{2}} y \ (\cos y) d y $$ in the post. I keep on finding the integral with smaller limit $$ I:=\int_{0}^{\frac{\pi}{4}} y \ln (\cos y) d y. $$
As before, I use the Fourier series of $\ln(\cos y)$
$$ \ln (\cos y)=-\ln 2+\sum_{k=1}^{\infty} \frac{(-1)^{k+1} \cos (2 k y)}{k} $$ Multiplying it by $y$ followed by integrating from $0$ to $\frac{\pi}{4} $yields $$ \int_{0}^{\frac{\pi}{4}} y \ln (\cos y) d y=-\int_{0}^{\frac{\pi}{4}} y \ln 2 d y+\sum_{k=1}^{\infty} \frac{(-1)^{k+1}}{k} \int_{0}^{\frac{\pi}{4}} y \cos (2 k y) dy= -\frac{\pi^{2}}{32} \ln 2+J $$
Applying integration by parts gives $$\begin{aligned} J &=\sum_{k=1}^{\infty} \frac{(-1)^{k+1}}{2 k^{2}}\left([y \sin 2 k y]_{0}^{\frac{\pi}{4}}-\int_{0}^{\frac{\pi}{4}} \sin 2 k y d y\right) \\ &=\frac{1}{2} \sum_{k=1}^{\infty} \frac{(-1)^{k+1}}{k^{2}}\left(\frac{\pi}{4} \sin \frac{k \pi}{2}+\left[\frac{\cos 2 k y}{2 k}\right]_{0}^{\frac{\pi}{4}}\right) \\ &=\frac{\pi}{8} \sum_{k=1}^{\infty} \frac{(-1)^{k+1}}{k^{2}} \sin \frac{k \pi}{2}+\frac{1}{4} \sum_{k=1}^{\infty} \frac{(-1)^{k+1}}{k^{3}} \left(\cos \frac{k \pi}{2}-1\right) \\&= \frac{\pi}{2} \sum_{k=0}^{\infty} \frac{(-1)^{k}}{(2 k+1)^{2}}+\left[\frac{1}{32} \sum_{k=1}^{\infty} \frac{(-1)^{k+1}}{k^{3}}-\frac{1}{4} \sum_{k=1}^{\infty} \frac{(-1)^{k+1}}{k^{3}}\right]\\&=\frac{\pi G}{8}- \frac{7}{32}\left(\zeta(3)-2 \sum_{k=1}^{\infty} \frac{1}{(2 k)^{3}}\right)\\&= \frac{\pi G}{8}-\frac{21}{128} \zeta(3),\end{aligned}$$ where $G$ is the Catalan’s Constant. Now we can conclude that $$ \boxed{I= \frac{\pi G}{8}-\frac{\pi^{2}}{32} \ln 2-\frac{21}{128} \zeta(3)} $$ Noting that, $$ \begin{aligned} \int_0^{\frac{\pi}{4}} x \ln (\sin x) d x+I & =\int_0^{\frac{\pi}{4}} x \ln (\sin x \cos x) d x \\ & =\int_0^{\frac{\pi}{4}}[x \ln (\sin 2 x)-x \ln 2] d x \\ & =\frac{1}{4} \int_0^{\frac{\pi}{2}} x \ln (\sin x) d x-\frac{\pi^2}{32} \ln 2 \\ & =\frac{7}{64}\zeta(3)-\frac{\pi^2}{16} \ln 2 \end{aligned} $$
Hence $$ \boxed{\int_0^{\frac{\pi}{4}} x \ln (\sin x) d x=-\frac{\pi}{8} G-\frac{\pi^2}{32} \ln 2+\frac{35}{128} \zeta(3)} $$ and
$$ \boxed{\int_0^{\frac{\pi}{4}} x \ln (\tan x)dx=-\frac{\pi}{4} G+\frac{7}{16} \zeta(3)} $$ Suggestions and alternative methods are highly appreciated.