Thank you reuns for your post! With your help I believe I have found an answer.
With
$$f(z+i)=f(z),\hspace{3cm}(1)$$
$$f(z+1)=\mathrm{e}^{-\pi N(2z-1)}f(z),\hspace{3cm}(2)$$
From $(1)$ I postulate $f(z)$ has the form $$f(z)=\sum_{n\in\mathbb{Z}}c_n\mathrm{e}^{2\pi nz}.\hspace{3cm}(3)$$ From $(2)$ we have:
$$\sum_{n\in\mathbb{Z}}c_n\mathrm{e}^{2\pi nz+2\pi n}=\sum_{n\in\mathbb{Z}}c_n\mathrm{e}^{2\pi nz-2\pi Nz+\pi N}.\hspace{3cm}(4)$$ Looking at the right hand side of $(4)$ we see that this is equal to
$$\sum_{n\in\mathbb{Z}}c_n\mathrm{e}^{2\pi nz-2\pi Nz+\pi N}=\sum_{n\in\mathbb{Z}}c_n\mathrm{e}^{2\pi z(n-N)+\pi N}=\sum_{n\in\mathbb{Z}}c_{n+N}\mathrm{e}^{2\pi nz+\pi N}.$$
From $(4)$ these are only equal if
$$c_n\mathrm{e}^{2\pi n}=c_{n+N}\mathrm{e}^{\pi N},$$ or $$c_n=c_{n+N}\mathrm{e}^{\pi N-2\pi n}.\hspace{3cm}(5)$$
I solved this by letting $c_n=b_n\mathrm{e}^{f(n)}$ where $b_{n+N}=b_n$ this is solved by $$f(n)=-2\pi n+\frac{n^2\pi}{N}.\hspace{3cm}(6)$$ Since $b_n$ is periodic with period $N$ and the sum of the $c_n$ is over the integers, we can write the index as $n=\alpha+mN$, where $\alpha=0,1,...,N-1$ and $m\in\mathbb{Z}$. Therefore
$$f(z)=\sum_{m\in\mathbb{Z}}\mathrm{e}^{-2\pi (\alpha+mN)+\frac{(\alpha+mN)^2\pi}{N}}\mathrm{e}^{2\pi (\alpha+mN)z}.\hspace{3cm}(7)$$ Taking out a factor of $N$ we find $$f_\alpha(z)=\sum_{m\in\mathbb{Z}}\mathrm{e}^{-2\pi N (\frac{\alpha}{N}+m)+(\frac{\alpha}{N}+m)^2N\pi}\mathrm{e}^{2\pi N (\frac{\alpha}{N}+m)z}.\hspace{3cm}(8)$$
We now double check the periodicity:
Since $\alpha,N$, and $m$ are integers, $(1)$ is clearly satisfied. As for $(2)$ we have
$$f_\alpha(z+1)=\sum_{m\in\mathbb{Z}}\mathrm{e}^{-2\pi N (\frac{\alpha}{N}+m)+(\frac{\alpha}{N}+m)^2N\pi}\mathrm{e}^{2\pi N (\frac{\alpha}{N}+m)z+2\pi N (\frac{\alpha}{N}+m)},$$
Looking at the squared term and the extra term coming from the boundary condition we have
$$(\frac{\alpha}{N}+m)^2N\pi+2\pi N (\frac{\alpha}{N}+m)=\pi N(m^2+m(\frac{2\alpha}{N}+2)+\frac{\alpha^2}{N^2}+\frac{2\alpha}{N})$$ completing the square we have $$\pi N(m^2+m(\frac{2\alpha}{N}+2)+\frac{\alpha^2}{N^2}+\frac{2\alpha}{N})=\pi N(m-1+\frac{\alpha}{N})^2-\pi N$$ thus,
$$f_\alpha(z+1)=\sum_{m\in\mathbb{Z}}\mathrm{e}^{-2\pi N (\frac{\alpha}{N}+m)+\pi N(m-1+\frac{\alpha}{N})^2-\pi N}\mathrm{e}^{2\pi N (\frac{\alpha}{N}+m)z}=\sum_{m\in\mathbb{Z}}\mathrm{e}^{-\pi N-2\pi zN+2\pi N}\mathrm{e}^{-2\pi N (\frac{\alpha}{N}+m)+(\frac{\alpha}{N}+m)^2N\pi}\mathrm{e}^{2\pi N (\frac{\alpha}{N}+m)z}=\mathrm{e}^{-\pi N(2z-1)}f_\alpha(z).$$
$F(z+i) = A e^{2i \pi N z} F(z) = \sum_n A c_{n-N} e^{2i \pi n z}$ gives $c_n = Ae^{2\pi n} c_{n-N}, c_{n+mN} = c_n A^m e^{2\pi\sum_{l=0}^{m-1} 2\pi (n+lN)} =c_n A^m e^{2 \pi (m n+ N m(m+1)/2}$ so that $F(z) = \sum_{n=0}^{N-1}c_n \sum_{m=-\infty}^\infty A^m e^{2 \pi (m n+ N m(m+1)/2} e^{2i \pi (n+mN) z}$ a sum of theta functions
– reuns Jul 23 '19 at 14:23