I am not an expert in integration. In your case for the integrals without Abs
I could find an analytical primitive, but it was not easy to use, because it has a discontinuity in the imaginary part. Still, I think you can find an exact result in that case, with some patience. If you are content with a floating-point result, NIntegrate
can be more than enough. I think that your warnings come because the algorithm somehow senses the singular point, but you have to study every case on its own.