Let's deal with the issues one at a time.
1. Have you read carefully read my last post and noticed that, I cut the integrating region, i.e., the positive real axis, into two parts, [0 r) and [r,\infty), where r is less than the radius of convergence --- beyond which the power series diverges ----- of the power (Taylor) series around 0? I integrate the power series term by term in the first interval and integrate the function in the original form (not Talyor series!) the rest of the real axis.
Note that the poles appear only when you analytically continue the fundamental region of the s complex plane post Mellin transform to the left of the fundamental region.
I will elaborate on these points if you still object to the treatment.
2. On the issue of denseness of the Taylor series. The correct statement is the set of finite partial sum of a power series is a dense subset of the set of the analytic function. The set of Taylor series, or power series, includes all infinite sums and thus the limit points. So the set is complete and equal to the analytic function set.
3. Each power series around a specified point has a radius of convergence, inside which the series converges to the original analytic function, and beyond which it diverges. The radius of convergence of your function 1/(1+x^2) around 0 is 1. That is why you found the Taylor series "starts making bigger and bigger errors after x>2". In fact it will do so not only for x>2, but once |x|>=1.