Proving that the series absolutely converges for any given τ is more or less the same as showing the the same for the Weierstrass series with respect to the lattice [τ,1]; we outline the idea. One may contain the lattice points in disjoint balls of uniform size δ > 0. Since each annulus of radii R-1, R+2 has area O(R), the convergence of \sum \dfrac{1}{|cτ+d|^k} follows by comparison with the convergent series \sum_{R=1} \dfrac{1}{R^{k-1}}.
For positive real numbers A,B, let Ω = \{τ~|~|\text{Re}(τ)| ≤ A, |\text{Im}(τ)| ≥ B\}. We show G_k(τ) converges uniformly on Ω, and hence on compact subsets in general, thereby proving G_k(τ) defines a holomorphic function. We do this by showing that \sum_{(c,d)∈ℤ^2-(0,0)} σ_{c,d} converges on Ω, where σ_{c,d} = \sup_{τ∈Ω} \dfrac{1}{|cτ+d|^k} Note that this supremum is approached by bringing cτ as close to -d as possible; when |d| is large enough, say |d| > N, this supremum is in fact achieved by letting τ be one of \pm A + Bi. Thus, we know that \sum σ_{c,d} converges when only large enough d are summed, by considering G_k(τ) converges absolutely for each τ. As for \sum_c σ_{c,d} for each fixed d with |d| ≤ N, we see σ_{c,d} ≤ \dfrac{1}{|cB|^k} = \dfrac{1}{|B|^k} \dfrac{1}{|c|^k} generally when c ≠ 0, so the aforementioned sum converges. We conclude G_k(τ) converges uniformly on Ω and is holomorphic on the upper half plane. This calculation also shows that G_k(τ) is bounded on Ω; the fact that G_k(τ) is bounded as \text{Im}(τ)→∞ will therefore follow once we show it is weakly modular, and thereby ℤ-periodic.
Consider the action of a special fractional linear transformation on the lattice L=[τ,1]; for generic integers α,β we see ατ+β↦α \dfrac{aτ+b}{cτ+d} + β = \dfrac{(aα+cβ)τ + (bα + dβ)}{cτ+d} Therefore, noting that \begin{bmatrix}a & b \\ c & d \end{bmatrix}^T permutes ℤ^2, we see the special linear transformation induces a bijection L→\dfrac{L}{cτ+d}. We conclude that G_k(\dfrac{aτ+b}{cτ+d}) = (cτ+d)^k G_k(τ), so G_k(τ) is weakly modular, hence fully modular by the above comment.~\square
Note: There is an error in the above proof, namely "when |d| is large enough, say |d| > N, this supremum is in fact achieved by letting τ be one of \pm A + Bi." One can instead show that there exists a constant C > 0 such that |γτ+δ| > C \cdot \sup \{|γ|,|δ|\} for all τ∈Ω and real γ, δ not both zero, implying \sum σ_{c,d} ≤ \dfrac{1}{C} \sum \dfrac{1}{(\sup \{|c|,|d|\})^k} is finite.