When constructing appropriate contours, we would like it so that the singularities are not on the contour but rather inside or outside the contour.
I see that the integrand has a removeable singularity at $z=0$. Does this matter? I feel like even if we define $f(z) = 1$, then $f$ is analytic at $z=0$, so it is fine to construct an integral passing through $z=0$, (and it will never be fine to construct one passing through $\pm i$.)