It is well-known that
$$ J_{2n}(z)=\sum_{l\geq 0}\frac{(-1)^l z^{2l+2n}}{2^{2l+2n}l!(2n+l)!} \tag{1}$$
and that $J_n(z)$ has a very fast decay to zero as $n\to +\infty$ for a fixed $z$. It follows that:
$$\begin{eqnarray*} \sum_{n\geq 1}\frac{(-1)^n}{n}J_{2n}(z) &=& \sum_{n\geq 1}\sum_{l\geq 0}\frac{(-1)^{l+n}(z/2)^{2l+2n}}{nl!(2n+l)!}\\&=&\sum_{h\geq 1}(-1)^h (z/2)^{2h}\sum_{l=0}^{h-1}\frac{1}{(2h-l)!l!(h-l)}\end{eqnarray*}\tag{2} $$
and it is enough to find a closed form for the very last sum:
$$\begin{eqnarray*} \sum_{l=0}^{h-1}\frac{1}{(2h-l)!l!(h-l)} &=& \sum_{l=1}^{h}\frac{1}{l(h-l)!(h+l)!}\\&=&\color{blue}{\frac{1}{h!^2}}\sum_{l=1}^{h}\binom{h}{l}\frac{ h!(l-1)!}{(h+l)!}\end{eqnarray*} \tag{3}$$
Here comes the magic of Euler's Beta function:
$$\begin{eqnarray*} \sum_{l=1}^{h}\binom{h}{l}\frac{\Gamma(h+1)\,\Gamma(l)}{\Gamma(h+l+1)}&=&\int_{0}^{1}\sum_{l=1}^{h}\binom{h}{l}z^{l-1}(1-z)^h\,dz\\&=&\int_{0}^{1}\frac{(1+z)^h-1}{z}(1-z)^h\,dz\tag{4}\end{eqnarray*}$$
leading to:
$$\begin{eqnarray*} \sum_{l=1}^{h}\binom{h}{l}\frac{ h!(l-1)!}{(h+l)!} &=& \int_{0}^{1}\frac{(1-z^2)^h-1}{z}\,dz -\int_{0}^{1}\frac{(1-z)^h-1}{z}\,dz\\&=&\frac{1}{2}\int_{0}^{1}\frac{(1-z)^h-1}{z}\,dz-\int_{0}^{1}\frac{(1-z)^h-1}{z}\,dz\\&=&\frac{1}{2}\int_{0}^{1}\frac{1-z^h}{1-z}\,dz = \color{red}{\frac{H_h}{2}}\tag{5}\end{eqnarray*} $$
and finally to:
$$ \color{red}{2}\sum_{n\geq 1}\frac{(-1)^n}{n}J_{2n}(z) = \sum_{h\geq 1}\frac{(-1)^h (z/2)^{2h}}{\color{blue}{h!^2}}\color{red}{\sum_{k=1}^{h}\frac{1}{k}}.\tag{6}$$