For the method using epsilon-delta definition of limit, i did the following,
Proof: Let $\epsilon = 1, \forall \delta >0$, let $z= z_0 - i\cdot \frac{\delta}{2}$
$|z-z_0|=\frac{\delta}{2}<\delta$ , $|Arg(z) - Arg(z_0)| = |Arg(z_0-i\cdot\frac{\delta}{2})-Arg(z_0)|=|-\pi -\pi| = 2\pi > \epsilon$.
$\therefore \lim_{z\to z_0}f(z) \neq f(z_0)$.