This is very far from a complete answer (but too long to fit in a comment).
Let us call $M$ (or $M_n$ if we want to stress the dependency on $n$) the given matrix.
Let us establish the following property : if $\lambda$ is an eigenvalue of $M$, then $-\lambda$ is as well an eigenvalue of $M$. Said otherwise, the spectrum of $M$ is symmetric with respect to $O$.
Let $J$ be the antidiagonal matrix
($J_{ij}=1 \ \iff \ i+j=n+2$ and $J_{ij}=0$ otherwise).
Please note that $J^{-1}=J$.
It is not difficult to establish that
$$JMJ=-M. \tag{1}$$
This is a way to express that matrices like $M$ are "skew-centrosymmetric" (there is some literature on the subject).
Let $I$ be the $n+1$ dimensional unit matrix. Subtracting $\lambda I$ to LHS and RHS of (1), one can write :
$$JMJ-\lambda JIJ=-M-\lambda I $$
Let us left- and -right factorize by $J$ :
$$J(M - \lambda I)J=-(M+\lambda I).$$
Taking determinants of both sides, we get :
$$\det(J)^2\det(M - \lambda I)=(-1)^{n+1}\det(M+\lambda I).$$
Thus, as $\det(J)\neq 0$ (recall that $J^2=I$) :
$$\det(M - \lambda I)=0 \ \ \iff \ \ \det(M-(-\lambda) I)=0,$$
proving the result.