Am I correct to state that taking the derivative of $f(x+dx) - f(x)$ with respect to $x$ does not equal $df/dx$? Or in another words:
$$\frac{d}{dx}\big(f(x+dx) - f(x)\big) \neq \frac{df(x)}{dx}$$
I've reasoned this out by example. If we take $f(x) = x^2$, then:
$$\frac{d}{dx}\big(f(x+dx) - f(x)\big) = \frac{d}{dx}\left((x+dx)^2\right) - \frac{d}{dx}\left(x^2\right) = 2\,dx.$$
The only thing I'm uncertain of is that in the limit as $dx\to0$, the tangents at $x$ and $x+dx$ should be approximately the same (given that the function is smooth for all $x$).