 Solution

For $|z|<r$, the Schwarz integral on the unit disk, rescaled to radius $r$, isOn each smaller closed disk $|z|\le s<r$, its kernel and all its derivatives in $z$ are uniformly bounded. Since the boundary values of the real harmonic function $u$ are continuous on this circle, differentiation under the integral sign proves that $g$ is holomorphic. Taking the real part gives the Poisson integral of those boundary values. It agrees with $u$ by uniqueness of the Dirichlet problem on the radius-$r$ disk. Hence $g$ is holomorphic and $\mathrm{Re}g=u$ on $|z|<r$. Its imaginary part is the harmonic conjugate normalized by $\mathrm{Im}g(0)=0$.