Although $ \int_0^\pi \cos(x)\,dx = 0$, $a_0\ne 0$ because $$\int_0^{\pi/2} |\cos(x)|\,dx=\int_{\pi/2}^{\pi} |\cos(x)|\,dx. $$
We can evaluate it as follows, as can be seen in the plot below
$$a_0 = \frac 1 \pi \int_{-\pi}^\pi |\cos(x)|\,dx=\frac 2 \pi \int_0^\pi |\cos(x)|\,dx=\frac 4 \pi \int_0^{\pi/2} |\cos(x)|\,dx = \frac 4 \pi \int_0^{\pi/2} \cos(x)\,dx=\frac 4 \pi.$$
$$\tag{1}$$
Plot of $\cos x$ (doted line) and $|\cos x|$ (solid line) in the interval $[-\pi,\pi]$.
The coefficients $b_n=0$ as you concluded. As for the $a_n$ coefficients only the odd ones are equal to $0$ (see below). The functions $\cos(x)$ and $\cos(nx)$ are orthogonal in the interval $[-\pi,\pi]$, but $|\cos(x)|$ and $\cos(nx)$ are not. Since
\begin{equation*}
\left\vert \cos (x)\right\vert =\left\{
\begin{array}{c}
\cos (x) \\
-\cos (x)
\end{array}
\begin{array}{c}
\text{if} \\
\text{if}
\end{array}
\begin{array}{c}
0\leq x\leq \pi /2 \\
\pi /2\leq x\leq \pi,
\end{array}
\right. \tag{2}
\end{equation*}
we have that
\begin{eqnarray*}
a_{n} &=&\frac{1}{\pi }\int_{-\pi }^{\pi }\left\vert \cos (x)\right\vert\cos (nx)\,dx=\frac{2}{\pi }\int_{0}^{\pi }\left\vert \cos (x)\right\vert
\cos (nx)\,dx \\
&=&\frac{2}{\pi }\int_{0}^{\pi /2}\left\vert \cos (x)\right\vert \cos
(nx)\,dx+\frac{2}{\pi }\int_{\pi /2}^{\pi }\left\vert \cos (x)\right\vert
\cos (nx)\,dx \\
&=&\frac{2}{\pi }\int_{0}^{\pi /2}\cos (x)\cos (nx)\,dx-\frac{2}{\pi }
\int_{\pi /2}^{\pi }\cos (x)\cos (nx)\,dx. \\
a_{1} &=&\frac{2}{\pi }\int_{0}^{\pi /2}\cos ^{2}(x)\,dx-\frac{2}{\pi }\int_{\pi /2}^{\pi }\cos ^{2}(x)\,dx=0.
\end{eqnarray*}
Using the following trigonometric identity, with $a=x,b=nx$,
\begin{equation*}
\cos (a)\cos (b)=\frac{\cos (a+b)+\cos (a-b)}{2},\tag{3}
\end{equation*}
we find
\begin{eqnarray*}
a_{2m} &=&\frac{4}{\pi \left( 1-4m^{2}\right) }\cos (\frac{2m\pi }{2})=\frac{
4}{\pi \left( 1-4m^{2}\right) }(-1)^{m} \\
a_{2m+1} &=&\frac{4}{\pi ( 1-4(2m+1)^{2}) }\cos (\frac{(2m+1)\pi
}{2})=0,\qquad m=1,2,3,\ldots.\tag{4}
\end{eqnarray*}
The expansion of $\left\vert \cos (x)\right\vert $ into a trigonometric
Fourier series in the interval $[-\pi ,\pi ]$ is thus
\begin{equation*}
\left\vert \cos x\right\vert =\frac{a_{0}}{2}+\sum_{n=1}^{\infty }\left(
a_{n}\cos (nx)+b_{n}\sin (nx)\right) =\frac{2}{\pi }+\frac{4}{\pi }
\sum_{m=1}^{\infty }\frac{(-1)^{m}}{1-4m^{2}}\cos (2mx)\tag{5}
\end{equation*}
$$|\sin(x)|\ \text{(blue) and the partial sum }\frac{2}{\pi }+\frac{4}{\pi }
\sum_{m=1}^{5 }\frac{(-1)^{m}}{1-4m^{2}}\cos (2mx) \ \text{(red) in }[-\pi,\pi]$$
Setting $x=0$ in $(5)$, we obtain
\begin{equation*}
1=\frac{2}{\pi }+\frac{4}{\pi }\sum_{m=1}^{\infty }\frac{(-1)^{m}}{1-4m^{2}}=\frac{2}{\pi }-\frac{4}{\pi }\sum_{n=1}^{\infty }\frac{(-1)^{n-1}}{1-4n^{2}}.\tag{6}
\end{equation*}
Hence
\begin{equation*}
\sum_{n=1}^{\infty }\frac{(-1)^{n-1}}{1-4n^{2}}=\frac{1}{2}-\frac{\pi }{4}.\tag{7}
\end{equation*}
Best Answer
HINT
Rewrite your function as a branch function. Note that $$\operatorname{sgn}(\sin(x)) = \begin{cases} 1, & x \in (0, \pi] \\ -1, & x \in [-\pi,0) \end{cases}$$ and you can do the same to the other term and then add them together. Once you have the branch function completely, it will be easy both to integrate and determine exact properties.