This only partially answers your question so I'll delete if it is not what you're looking for.
The first type of functions, $D^{(1)}_n (x)$ satisfy the differential equation
$$D^{'(1)}_n (x) = \frac{x^n}{e^x-1} \\ \mathrm{with} \\ D^{(1)}_n (0) = 0$$
(I got the initial condition from looking at the integral definition on the MathWorld site at x = 0)
Edit: I missed on the MathWorld site it also mentions that $D^{(1)}_n (x)$ is only valid for $|x| < 2 \pi$, so just keep that in mind.
diff[n_] = D[d[x], x] == x^n/(E^x - 1);
soln1 = Table[ DSolveValue[{diff[n], d[0] == 0}, d[x], x], {n, 5}];
Plot[soln1, {x, -6, 6},
PlotLegends -> Table[Subsuperscript[D, n, 1], {n, 5}]]

So we can write:
debyeD1[n_, x_] := DSolveValue[{diff[n], d[0] == 0}, d[x], x]
or alternatively using the integral definition:
debyeD1[n_,
x_] := (Integrate[x^n/(Exp[x] - 1), x] + (n! + Zeta[n + 1]))
The second type of functions, $D^{(2)}_n (x)$ satisfy the differential equation
$$D^{'(2)}_n (x) = -\frac{x^n}{e^x-1} \\
\mathrm{with} \\
D^{(2)}_n (0) = n! \zeta (n+1)$$
This initial condition is also from the MathWorld site, as it says:
$$D^{(1)}_n (x) + D^{(2)}_n (x) = n! \zeta (n+1)$$ And we know $D^{(1)}_n (0)$ is 0
diff2[n_] = D[d[x], x] == -(x^n/(E^x - 1));
soln2 = Table[
DSolveValue[{diff2[n], d[0] == n! Zeta[n + 1]}, d[x], x], {n, 5}];
Plot[soln2, {x, -6, 6},
PlotLegends -> Table[Subsuperscript[D, n, 2], {n, 5}]]

And confirming that the condition
$$D^{(1)}_n (x) + D^{(2)}_n (x) = n! \zeta (n+1)$$
is met:
sums = soln1 + soln2;
sums/Table[n! Zeta[n + 1], {n, 5}] // Simplify
(*{1, 1, 1, 1, 1}*)
So we can write:
debyeD2[n_, x_] :=
DSolveValue[{diff2[n], d[0] == n! Zeta[n + 1]}, d[x], x]
or alternatively using the integral definition:
debyeD2[n_, x_] := -Integrate[x^n/(Exp[x] - 1), x]
The only problem is I don't know how to do $D^{(2)}_{-1} (x)$
neg1 = {diff2[n], d[0] == n! Zeta[n + 1]}/.n->-1
(*{Derivative[1][d][x] == -(1/((-1 + E^x) x)), d[0] == ComplexInfinity}*)
because n!
is not defined I believe at negative integers.
Maybe someone else can fill in on this part. The integral definition doesn't evaluate either so I can't figure out how to show an exact form for $D^{(2)}_{-1} (x)$.
Integrate[1/(t (Exp[t] - 1)), {t, x, ∞}]
. Perhaps you may want to elaborate what you want to do with these functions. $\endgroup$Timing@Integrate[x^2 E^-x, {x, 1., Infinity}]
toTiming@Gamma[3, 1.]
. In this example,Gamma
is the "built-in special function" that computes the given integral. $\endgroup$