Each fn is 0, or lies on the unit circle. The norms are all 0 or 1. For any s to the right of 1, the terms approach 0 faster than 1/n, and by the integral test, the series is absolutely convergent. Therefore sa is at most 1.
Because χ respects multiplication, f is a completely multiplicative function. That is, f(a)×f(b) = f(ab).
Review the section on ζ(f,s) when f is multiplicative. with this in mind, lχ,m is the product, over the primes that do not divide m, of 1 over 1-χ(p)/ps.
By convention, lχ,1(s) = ζ(s).
when m is greater than 1, lχ,m merely deletes terms from ζ() for which n and m are not relatively prime. With these terms gone, the series remains absolutely convergent to the right of 1, and since f1, fm+1, f2m+1, f3m+1, etc, are still 1, f does not converge at 1. Therefore sa and sc are still 1.
If k is a factor of m, the terms fn for n divisible by k sum to ζ(s)/ks, and these are taken away. When m is equal to a prime p, lχ,p = ζ(s)×(1-1/ps). The same result holds when χ is the principal character on the units mod pk. This is because f, and ζ(f,s), have not changed.
Use inclusion exclusion to write lχ,m as ζ(s) times an expression involving p-s for the primes p dividing m. Here is an example.
lχ,693 = ζ(s) × (1 - 3-s - 7-s - 11-s + 21-s + 33-s + 77-s - 231-s)