[guided]The first issue is convergence. We need convergence strong enough to preserve holomorphy, so we prove locally uniform absolute convergence. Fix a compact set $K \subset \mathbb{H}$. The quantity $|mz+n|$ must be bounded from below uniformly for $z \in K$ in terms of the size of the lattice vector $(m,n)$. To express this uniformly, define
\begin{align*}
\delta_K := \inf \left\{ |uz+v| : z \in K,\ (u,v) \in \mathbb{R}^2,\ u^2+v^2=1 \right\}.
\end{align*}
The domain of this infimum is compact, because it is the product of $K$ with the unit circle in $\mathbb{R}^2$. The map $(z,u,v) \mapsto |uz+v|$ is continuous. It remains to check that the infimum is positive. If $u=0$, then $v=\pm 1$, so $|uz+v|=1$. If $u \neq 0$, then
\begin{align*}
\operatorname{Im}(uz+v)=u\operatorname{Im}(z),
\end{align*}
which is nonzero because $z \in \mathbb{H}$. Thus $uz+v$ never vanishes on the compact set, and consequently $\delta_K>0$.
Now take any nonzero lattice vector $(m,n) \in \mathbb{Z}^2 \setminus \{(0,0)\}$. The normalized vector
\begin{align*}
(u,v) := \frac{(m,n)}{\sqrt{m^2+n^2}}
\end{align*}
lies on the unit circle in $\mathbb{R}^2$. Therefore, for every $z \in K$,
\begin{align*}
\frac{|mz+n|}{\sqrt{m^2+n^2}} = |uz+v| \geq \delta_K,
\end{align*}
or equivalently
\begin{align*}
|mz+n| \geq \delta_K \sqrt{m^2+n^2}.
\end{align*}
This gives the comparison
\begin{align*}
\left|\frac{1}{(mz+n)^k}\right|
\leq
\delta_K^{-k}(m^2+n^2)^{-k/2}.
\end{align*}
We now verify that the comparison series converges. For $r \in \mathbb{N}$, the number of lattice points in the annulus
\begin{align*}
r \leq \sqrt{m^2+n^2} < r+1
\end{align*}
is at most the number of lattice points in the square $[-r-1,r+1]^2$ minus the number in $[-r+1,r-1]^2$, which is bounded by
\begin{align*}
(2r+3)^2-(2r-1)^2 = 16r+8.
\end{align*}
Thus
\begin{align*}
\sum_{(m,n) \in \mathbb{Z}^2 \setminus \{(0,0)\}} (m^2+n^2)^{-k/2}
\leq
\sum_{r=1}^{\infty} (16r+8)r^{-k}.
\end{align*}
The right-hand side converges because $k>2$, and our hypothesis gives $k \geq 4$. Hence the Weierstrass $M$-test gives absolute and uniform convergence on $K$.
Each summand $z \mapsto (mz+n)^{-k}$ is holomorphic on $\mathbb{H}$: if $m=0$, then $n \neq 0$ and the summand is constant; if $m \neq 0$, then $mz+n=0$ would force $z=-n/m \in \mathbb{R}$, which is impossible for $z \in \mathbb{H}$. Since the series converges locally uniformly and consists of holomorphic functions, the locally uniform convergence theorem for holomorphic functions (citing a result not yet in the wiki: Weierstrass theorem for holomorphic functions) implies that $G_k$ is holomorphic on $\mathbb{H}$.[/guided]