Following an interesting exchange with @Torsten Schoeneberg who as pointed a fundamental misunderstanding of mine, the present state of this text is now a "side remark" that can still have an interest to show how complex differentiability of $f:\mathbb{C} \to \mathbb{C}$ is much more coercitive than $\mathbb{R^2}$ differentiability ($f$ considered as a function $\mathbb{R^2} \to \mathbb{C}$).
Here is an experimental approach using graphical tools that we have at our disposal.
Have a look at fig. 1 featuring the absolute value map i.e., the graphical representation of function
$$\varphi(x,y)=|(x^2+y^2-2)(x-iy)|$$

Fig. 1 : Modulus information. The black circle corresponds to the unit circle, the locus of points where $f$ is $\mathbb{C}$-differentiable.
"Visibly", function $f$ is $\mathbb{R^2}$ differentiable except :
It is also interesting to understand how the "argument" (aka "phase", or even "angle" in software like Matlab) evolves (see at the bottom the short Matlab script which has generated fig. 2).

Fig. 2 : Phase information.
displaying "phase" values between $-\pi$ and $\pi$ (see right bar) taking a circular convention in order that the colors attributed to the two ends are the same (thanks to @AccidentalTaylorExpansion for his remark).
Phase transition $\varphi \to \varphi \pm \pi$ occurs along circle $|z|=\sqrt{2}$ ; it takes its source in the sign change of $|z|^2-2$ from negative inside the disk to positive outside it.
These graphics are by no means a proof ; they can be useful either for a first understanding of such a question or for a confirmation of already obtained results.
Matlab script for fig. 2 (see in particular the use of HSV color system in order to obtain a circular coding) :
a=2.5;
[X,Y]=meshgrid(-a:0.01:a);
Z=X+i*Y;
F=((abs(Z).^2)-2).*conj(Z);
hmap(1:256,1) = linspace(0,1,256);
hmap(:,[2 3]) = 0.7;
huemap = hsv2rgb(hmap);
imagesc(angle(F));colormap(huemap);axis equal tight;colorbar