[guided]We have proved local uniform convergence of the original Dirichlet series. To prove holomorphy directly, we also prove local uniform convergence of the termwise derivative series.
For each $n\in\mathbb{N}$, define
\begin{align*}
g_n: H &\to \mathbb{C} \\
s &\mapsto \chi(n)n^{-s}.
\end{align*}
Since $n^{-s}=\exp(-s\log n)$ and $\log n$ is a real constant, $g_n$ is entire as a function of $s$. Its derivative is
\begin{align*}
g_n'(s)=-\chi(n)(\log n)n^{-s}.
\end{align*}
Fix a compact set $K\subset H$, and define
\begin{align*}
\sigma_K := \inf_{s\in K}\operatorname{Re}(s)>0.
\end{align*}
We estimate the tails of the derivative series. Apply Abel summation again, now to the function
\begin{align*}
h_s: [1,\infty) &\to \mathbb{C} \\
x &\mapsto (\log x)x^{-s}.
\end{align*}
For $x>1$, differentiation gives
\begin{align*}
h_s'(x)=x^{-s-1}(1-s\log x).
\end{align*}
Using $|A(k)|\leq M$, Abel summation gives, for $2\leq m\leq N$,
\begin{align*}
\left|\sum_{n=m}^{N}\chi(n)(\log n)n^{-s}\right|
&\leq
M(\log N)N^{-\operatorname{Re}(s)}
+
M(\log m)m^{-\operatorname{Re}(s)}\\
&\quad+
M\int_m^N x^{-\operatorname{Re}(s)-1}|1-s\log x|\,d\mathcal{L}^1(x).
\end{align*}
Since $\operatorname{Re}(s)\geq \sigma_K$, and since the function $x\mapsto (\log x)x^{-\sigma_K}$ tends to $0$ as $x\to\infty$, the two boundary terms are bounded by a quantity tending to $0$ uniformly in $s\in K$. More explicitly, for all sufficiently large $m$ and all $N\geq m$,
\begin{align*}
(\log N)N^{-\operatorname{Re}(s)}
\leq
(\log m)m^{-\sigma_K}
\end{align*}
after increasing the initial threshold if necessary; this is enough for tail convergence. For the integral term,
\begin{align*}
\int_m^N x^{-\operatorname{Re}(s)-1}|1-s\log x|\,d\mathcal{L}^1(x)
\leq
\int_m^\infty x^{-\sigma_K-1}\left(1+\sup_{s\in K}|s|\log x\right)\,d\mathcal{L}^1(x).
\end{align*}
The improper integral on the right tends to $0$ as $m\to\infty$, because $\sigma_K>0$ and both
\begin{align*}
\int_m^\infty x^{-\sigma_K-1}\,d\mathcal{L}^1(x)
\quad\text{and}\quad
\int_m^\infty x^{-\sigma_K-1}\log x\,d\mathcal{L}^1(x)
\end{align*}
converge and have tails tending to zero. Hence the derivative series
\begin{align*}
\sum_{n=1}^{\infty}-\chi(n)(\log n)n^{-s}
\end{align*}
converges locally uniformly on $H$.
Now define the finite partial sums
\begin{align*}
S_N: H &\to \mathbb{C} \\
s &\mapsto \sum_{n=1}^{N}\chi(n)n^{-s}.
\end{align*}
Each $S_N$ is holomorphic because it is a finite sum of entire functions. We have proved that $S_N$ converges locally uniformly to
\begin{align*}
L(\cdot,\chi): H &\to \mathbb{C} \\
s &\mapsto \sum_{n=1}^{\infty}\chi(n)n^{-s},
\end{align*}
and that $S_N'$ converges locally uniformly to
\begin{align*}
s\mapsto \sum_{n=1}^{\infty}-\chi(n)(\log n)n^{-s}.
\end{align*}
The standard local theorem on termwise differentiation of holomorphic functions then gives that $L(\cdot,\chi)$ is holomorphic on $H$ and that
\begin{align*}
L'(s,\chi)=\sum_{n=1}^{\infty}-\chi(n)(\log n)n^{-s}.
\end{align*}[/guided]