\begin{align*}
\frac{d}{du} \int\limits_{-u}^u \arctan\left(\frac{1}{x}\right) dx
&= \frac{d}{du} \left(\,\int\limits_{-u}^0 \arctan\left(\frac{1}{x}\right) dx + \int\limits_{0}^u \arctan\left(\frac{1}{x}\right) dx \right) \\
&= \frac{d}{du} \left(-\int\limits_{0}^{-u} \arctan\left(\frac{1}{x}\right) dx + \int\limits_{0}^u \arctan\left(\frac{1}{x}\right) dx \right) \\
&= -\arctan\left(-\frac{1}{u}\right)\cdot(-1) + \arctan\left(\frac{1}{u}\right)\\
&= \arctan\left(-\frac{1}{u}\right) + \arctan\left(\frac{1}{u}\right) \\
&= 0
\end{align*}