So if I understand this right, it boils down to the problem that holomorphic functions $f:D \subseteq \mathbb{C} \mapsto \mathbb{C}$ with $D$ not being simply connected, aren't guaranteed to have a global antiderivative $F:D \mapsto \mathbb{C}$, therefor we can't use the fundamental theorem of differential calculus on them, but rather have to watch local antiderivates...such that the integral won't be necessarily 0.
Then is there a theorem about the situation where you have a whole in your set, and you want to calculate the integral around it?