In order for $g$ to have a removable discontinuity at $z=z_1$, $\lim_{z\to z_1}g(z)$ must exist (be a complex number). Equivalently, there must be a function $f$ analytic on $B(z_1,R)$ such that $g(z)=f(z)$ for all $z\in B(z_1,R)\setminus\{z_1\}.$ Equivalently, the Laurent series of $g$ in $B(z_1,R)\setminus\{z_1\}$ must have no negative powers of $(z-z_1).$
In order for $g$ to have a pole at $z=z_1,$ $\lim_{z\to z_1}|f(z)|$ must be infinite. Equivalently, there must be function $f$ analytic in $B(z_1,R)$ and a positive integer $n$ such that $g(z)=\frac{f(z)}{(z-z_1)^n}$ for all $z\in B(z_1,R)\setminus\{z_1\}.$ Equivalently, the Laurent series of $g$ in $B(z_1,R)\setminus\{z_1\}$ must have only finitely many negative powers of $(z-z_1).$
In order for $g$ to have an essential singularity at $z=z_1,$ $\lim_{z\to z_1}|f(z)|$ must fail to exist in any sense. Equivalently, the "equivalently" conditions above fail.