$$ -\alpha y \dfrac{d\omega}{dy} = \alpha\omega + \
u \dfrac{d^2\omega}{dy^2} $$
this is the same as
$$ \
u \dfrac{d^2\omega}{dy^2} + \alpha \dfrac{d}{dy}(y\omega) = 0 $$ thus
$$ \
u \omega ' + \alpha y \omega + C = 0 $$
now if $C=0$ then the solution is separable but if not then we have to solve $$ \frac{d\omega}{dy} + \frac{\alpha}{\
u} y \omega= -C $$ using integrating factor $$ \omega \mathrm{e}^{\frac{\alpha}{\
u}\frac{y^2}{2}} = -\int_0^y C \mathrm{e}^{\frac{\alpha}{\
u}\frac{y'^2}{2}}dy' $$
or
$$ \omega(y) = -\left(\int_0^y C \mathrm{e}^{\frac{\alpha}{\
u}\frac{y'^2}{2}}dy'\right)\mathrm{e}^{-\frac{\alpha}{\
u}\frac{y^2}{2}} $$