Why no antiderivative exists
Liouville’s theory of integration in finite terms: if ∫f eg is elementary with rational f, g, the antiderivative must equal R eg for some rational R, forcing R′ + ig ′R = f. For eix/x this reads R′ + iR = 1/x, and a pole-order count shows no rational R works: any pole of R of order n makes R′ + iR have one of order n+1 ≥ 2, but 1/x has only a simple pole. Hence Si(x) is not elementary.
Convergence status
Converges: near 0 the integrand extends continuously (limit 1). At infinity, integrate by parts: ∫R1 sin x/x dx = [−cos x/x]R1 − ∫R1 cos x/x² dx, and both pieces settle (the last is dominated by 1/x²).
Not absolutely: on the k-th arch [kπ, (k+1)π], the arch area of |sin| is 2 and x ≤ (k+1)π, so ∫|sin x|/x dx ≥ Σ 2/((k+1)π), a harmonic series. Divergent. All convergence is cancellation, so no dominated-convergence shortcuts.
The contour and the zero
Fix 0 < ε < R and set f(z) = eiz/z. The closed contour ΓR,ε, walked counterclockwise overall:
L−: segment from −R to −ε.
Cε: half-circle of radius ε over the origin, angle π down to 0 (clockwise).
L+: segment from ε to R.
CR: half-circle of radius R through the upper half plane, angle 0 up to π (counterclockwise).
f is analytic on ℂ ∖ {0}, and ΓR,ε with its interior avoids 0 by construction. Cauchy’s integral theorem therefore gives, for every ε and R:
∮Γ eizzdz = ∫L−+∫Cε+∫L++∫CR = 0