The equation $\sqrt{u^2+v^2} = c$ implies the pair $(u,v)$ is constrained to lie on the circle of radius $c$ centered at $0$. It is impossible for $u$ to change while $v$ remains fixed and at the same time stay on that circle. But the derivative of $\sqrt{u^2+v^2}$ with respect to $u$, which you computed, is not valid unless you're talking about $u$ changing while $v$ is fixed.
Now imagine a tiny circle of (positive) radius $\varepsilon\ll1$ centered at $0$, and $dz$ as a tiny complex number with $|dz|=\varepsilon$, and let $dz$ change as $\arg(dz)$ goes from $0$ to $2\pi$. What then happens to $f(z_0+dz)$, where $z_0$ is in the interior of the domain of $f$? If $f'(z_0)\ne 0$, then $f'(z)$ is close to $f'(z_0)$ whenever $z$ is close to $z_0$, so $f(z_0+dz)-f(z_0)\approx f'(z_0)\,dz$ goes around an approximate circle of radius $|f'(z_0)|\cdot\varepsilon$ centered at $f(z_0)$. It cannot go around that tiny circle while remaining on the big circle $\sqrt{u^2+v^2} = c$.
Heuristics like that are worth knowing about, but are not what is considered logically rigorous. For the logically rigorous version, Cauchy–Riemann will serve.