I see several problems in your understanding.
First, for general complex values $z\in\Bbb C$ there is no meaning in asking for the minimum of $z^2$. For exmaple, is $$i<1\quad \text{or} \quad 1 <i\;?$$ Is $-i<-1$? The complex numbers are "2-dimensional" and you cannot order the plane. There is no minimum because there is no way to decide what is smaller.
The second thing is that you seem to have a wrong understanding of the term minimum itself. Just because $(0,0)$ is a minimum does not mean that there cannot be a value of the function below $0$. There is just no smaller value in some neighborhood of your minimum. If this shows you something (at all), then that $(0,0)$ is no global minimum here. You can ask why the derivative of $x^3$ will only give you $(0,0)$ (which is just a saddle point) but not $(-1,-1)$. That is because there are smaller values close to $-1$. It also will not give you $(-\infty,-\infty)$. So this is not a problem with complex numbers.