Assume that $a$ and $b$ are positive parameters.
Let $\psi(z)$ be the digamma function, which obeys the functional equation $\psi(z) - \psi(z+1) = -\frac{1}{z}$ and has the Laurent series expansion $\psi(z) = - \frac{1}{z} + O(1)$.
Similar to Setness Ramesory's answer here, we can integrate the function $$f(z) = \psi \left(\frac{z}{i \pi} \right) \left(\tanh(z+a) - \tanh(z+b) \right)$$ around a rectangular contour, indented at the origin, with vertices at $\pm R, \pm R + i \pi$.
Letting the radius of the indentation go to zero, and then combining the integral along the bottom of the contour with the integral along the top of the contour, we get $$ -i \pi \operatorname{PV} \int_{-R}^{R} \frac{\tanh(x+a)- \tanh(x+b)}{x} \, \mathrm dx - i \pi \operatorname*{Res}_{z=0} f(z). $$
(The functional equation of the digamma function was used above, along with the fact that $\tanh(z)$ is $\pi$-periodic in the imaginary direction.)
As $R \to \infty$, the integrals of the left and right sides of the contour vanish because the magnitude of $f(z)$ decays exponentially to zero as $\Re(z) \to \pm \infty$.
Therefore, we have $$ \begin{align} \lim_{(\epsilon \to 0,R \to \infty)} \oint f(z) \, \mathrm dz &= - i \pi \operatorname{PV} \int_{-\infty}^{\infty} \frac{\tanh(x+a)- \tanh(x+b)}{x} \, \mathrm dx - i \pi \operatorname*{Res}_{z=0} f(z) \\ &= 2 \pi i \left(\operatorname*{Res}_{z=-a+i \pi/2}f(z) + \operatorname*{Res}_{z=-b+i \pi/2}f(z)\right), \end{align}$$
where $$ \begin{align} \operatorname*{Res}_{z=-a + i \pi/2}f(z) &= \operatorname*{Res}_{z \to -a + i \pi/2} \psi \left(\frac{z}{i \pi} \right) \tanh(z+a) \\ &= \lim_{z \to -a + i \pi/2} \frac{\psi (\tfrac{z}{i \pi} )\sinh(z+a)}{\frac{\mathrm d}{\mathrm dz}\cosh(z+a)} \\ &= \psi \left(\frac{1}{2} + \frac{ia}{\pi} \right) \end{align}$$
and $$\operatorname*{Res}_{z=0}f(z) = - i \pi \left(\tanh(a) - \tanh(b) \right). $$
(The other poles of $\psi \left(\frac{z}{i \pi} \right)$ are in the lower half-plane.)
It then follows that $$\begin{align} &\operatorname{PV} \int_{-\infty}^{\infty}\frac{\tanh(x+a)- \tanh(x+b)}{x} \, \mathrm dx \\ &= -\frac{1}{i \pi} \left(i \pi (-i \pi) \left(\tanh(a) - \tanh(b) \right) + 2 \pi i \left(\psi \left(\frac{1}{2} + \frac{ia}{\pi} \right) - \psi \left(\frac{1}{2} + \frac{ib}{\pi} \right) \right) \right) \\ &= 2 \psi \left(\frac{1}{2} + \frac{ib}{\pi} \right)-2 \psi \left(\frac{1}{2} + \frac{ia}{\pi} \right) + i \pi \left(\tanh(a) - \tanh(b) \right) \\& \overset{\clubsuit}{=} \psi \left(\frac{1}{2} + \frac{ib}{\pi} \right) + \psi \left(\frac{1}{2} - \frac{ib}{\pi} \right) -\psi \left(\frac{1}{2} + \frac{ia}{\pi} \right) -\psi \left(\frac{1}{2} - \frac{ia}{\pi} \right) . \end{align}$$
$\clubsuit$ Reflection formula for the digamma function.
Alternatively, we could integrate $$g(z) = \frac{1}{2} \, \psi \left(\frac{z}{i \pi} \right) \left(\tanh(z+a)+\tanh(z-a)-\tanh(z+b)-\tanh(z-b) \right) $$ around the same contour but without an indentation at the origin.
And to evaluate the more general integral $I(a,b,c)$ in Svyatoslav's answer, we could integrate $$h(z) = \frac{1}{2} \, \psi \left(\frac{z+ic}{i \pi} \right) \left(\tanh(z+a)+\tanh(z-a)-\tanh(z+b)-\tanh(z-b) \right).$$