Consider the following equation (with $f \in C^{\infty}(\mathbb{R})$): $$f'(x)=f(x+\pi/2)$$
This equation is satisfied by $f(x) = A\cos(x) +B\sin(x)$, for any $A,B \in \mathbb{R}$.
Question: What are all the (other) solutions of this equation (if any)?
The "Ansatz" $f(x):=e^{\lambda x}$ leads to the equation $$\lambda=e^{\lambda\pi/2}$$ with the obvious solutions $\lambda=\pm i$. But there are (probably an infinity) other complex solutions, one of them being $$a\pm ib:=1.0214 \pm 4.86821 \, i$$ (found numerically). The functions $$f(x):=e^{ax}\bigl(A\cos(bx)+B\sin(bx)\bigr)$$ are then new solutions of your delay-differential equation.