This must be something really easy/standard, but for some reason I can't see what's wrong with this argument.
Let $f : \mathbb{C} \rightarrow \mathbb{C}$ be any complex function, and write $f = u + iv$, with $u, v : \mathbb{C} \rightarrow \mathbb{R}$.
I know that if $f$ is $C^1$ in the real sense and $f$ satisfies the Cauchy-Riemann equations, then $f$ is holomorphic. My definition of holomorphic here is that the limit $$\lim_{\zeta \rightarrow 0} \frac{f(z + \zeta) - f(z)}{\zeta}$$ exists and is a complex number. This is not hard to prove, as I outline below, but I'm having trouble seeing where in this proof I'm actually using the continuity of the derivative of $f$. Here's the argument:
Proof: Let $z_0 = x_0 + iy_0 \in \mathbb{C}$, and let $A = u_x(x_0, y_0)$, $B = u_y(x_0, y_0)$, $C = v_x(x_0, y_0)$ and $D = v_y(x_0, y_0)$.
Since $u$ is differentiable at $(x_0, y_0)$, we can write
$$\epsilon_1(h, k) = u(x_0 + h, y_0 + k) - u(x_0, y_0) - Ah - Bk,$$ where $\epsilon_1(h, k)/\|(h, k)\|$ goes to zero as $(h, k) \rightarrow 0$. Now, for a moment there I thought this was the part where you need continuity of the partials $u_x$ and $u_y$, but note that they're being computed at a fixed point $(x_0, y_0)$, and the fact that $\epsilon_1$ goes to zero above is just the definition of differentiability, isn't it?
If we accept this and do the same expansion for $v$, then it's easy to see that the aforementioned limit will exist and will be a complex number, because of the Cauchy-Riemann equations.
So, again, my question is:
Where in the above proof are we using that $f$ is $C^1$, and not just differentiable?
Thanks!