$$\int_{\Bbb {R}_{\geq 0}} \frac{(\cos x^2-e^{-x^2})-(\cos x-e^{-x})+e^{-x^2}-e^{-x}}{x} \mathrm{d}x=$$
$$\underbrace{\int_{\Bbb {R}_{\geq 0}} \frac{\cos x^2-e^{-x^2}}{x} \mathrm{d}x}_{\displaystyle 0}-\underbrace{\int_{\Bbb {R}_{\geq 0}} \frac{\cos x-e^{-x}}{x} \mathrm{d}x}_{\displaystyle 0}+\underbrace{\int_{\Bbb {R}_{\geq 0}} \frac{e^{-x^2}-e^{-x}}{x} \mathrm{d}x}_{\displaystyle \frac{\gamma}{2}}=\frac{\gamma}{2}$$