$$u(\alpha)=\int_0^\pi \ln|1+\alpha\cos(x)|dx = \int_0^\pi f(x,\alpha)dx= \int_0^\pi \frac{\partial}{\partial\alpha}f(x,\alpha)dx$$ ... note that ##\alpha\cos(\pi)=-\alpha## may be less than -1 making the argument of the logarithm negative.
$$\frac{\partial}{\partial\alpha}f(x,\alpha)
=\frac{\partial}{\partial\alpha}\ln|1+\alpha\cos(x)|=\frac{\cos(x)}{1+\alpha\cos(x)}$$... but would this have to be changed if ##|\alpha| > 1##
so you end up with: $$u(\alpha)=\int_0^\pi \frac{\cos(x)}{1+\alpha\cos(x)}dx$$... which is where you are at.
well I suppose you could get rid of the trig functions with ##z=\cos(x)## and the identity ##\sin(\arccos(z))=\sqrt{1-z^2}## but I don't hold out much hope.
the other thing to try is ##\cos(x)=\frac{1}{2}(e^{ix}+e^{-ix})##