I understand, loosely, that for many purposes we can treat $z$ and $z^*$ as independent variables (e.g. while differentiating, and apparently the dynamics of a Lagrangian of 2 real free scalar fields is identical to one of a complex free scalar field), cf. e.g. this Phys.SE post.
However, since unlike utterly independent variables (say, $a$ and $b$), complex numbers have the extra structure that $z^*$ is easily mapped to $z$, it seems like in some (maybe not common) circumstances, this 'lack of utter independence' must be considered.
My guess is that the maths of QFT always uses 'the subset of operations in which you can consider $z$ and $z^*$ as independent' and happens to not include operations where you see their dependence?
Is this true? What examples are there?