Use $k!!=k(k-2)\cdots l$ where $s=1$ for $k$ odd and $s=2$ for $k$ even; then product becomes $(2n-3)!!$ . However, neither makes sense as $n=1$ and you need to write the term with $n=1$ separately and start summation from $n=2$;
since $\sqrt{1-z^2}= 1-\frac{1}{2}z^2+\ldots$, $F(z)= z-\frac{1}{6}z^3+\ldots$ where $...$ denote terms with $n\ge 2$ you wrote
There will be no constant since integral is definite (from $0$)