Let's start with
$$-\int_0^1 \frac{dy}{y^d \sqrt{1-y^{2d}}} =-\frac{\sqrt \pi \ \Gamma(\frac{1-d}{2d})}{2d \ \Gamma(\frac 1 {2d})}$$
this is true for d<1 , but you need a d >1 .
so we do a cut-off and we get
$$\displaystyle \int_{\varepsilon}^1 \frac{dy}{y^d \sqrt{1-y^{2d}}}= \int_{\varepsilon}^1 \frac{dy}{y^d}+\int_\varepsilon^1 \frac{dy}{y^d} \left( \frac 1{\sqrt{1-y^{2d}}}-1 \right)$$
then we apply a limit
$$\lim_{\varepsilon\rightarrow 0\, }\displaystyle \int_{\varepsilon}^1 \frac{dy}{y^d \sqrt{1-y^{2d}}}= \lim_{\varepsilon\rightarrow 0\, } \int_{\varepsilon}^1 \frac{dy}{y^d}+ \lim_{\varepsilon\rightarrow 0\, }\int_\varepsilon^1 \frac{dy}{y^d} \left( \frac 1{\sqrt{1-y^{2d}}}-1 \right)$$
i don't know about convergence methods of integrals or continuous convergence or anything like that (im a high school student)
so suppose that the second integral its fine and converges, we get
$$\int_{0}^1 \frac{dy}{y^d \sqrt{1-y^{2d}}}= \lim_{\varepsilon\rightarrow 0\, } \int_{\varepsilon}^1 \frac{dy}{y^d}+ \int_0^1 \frac{dy}{y^d} \left( \frac 1{\sqrt{1-y^{2d}}}-1 \right)$$
solving:
$$\int_{0}^1 \frac{dy}{y^d \sqrt{1-y^{2d}}}= \lim_{\varepsilon\rightarrow 0\, } \frac{1}{\varepsilon^{d-1} (d-1) }-\frac{1}{d-1}+ \int_0^1 \frac{dy}{y^d} \left( \frac 1{\sqrt{1-y^{2d}}}-1 \right)$$
then if d>1 and we apply the limit we get a divergent result, i don't understand how it works.
i guess that adding and substract the ##y^{-d}## term is just a "trick" that make the result
$$
\displaystyle \frac 1 {d-1}-\int_0^1 \frac{dy}{y^d} \left( \frac 1 {\sqrt{1-y^{2d}} }-1\right)=-\frac{\sqrt \pi \ \Gamma(\frac{1-d}{2d})}{2d \ \Gamma(\frac 1 {2d})}$$
valid for d>1 , i don't know about make things rigorous so I'm sorry that I can not help you
edit: When you find out how it works, I'd appreciate it if you could tell me =D