I'm trying to decide if exist an analytic function over the annulus $A = z \in\mathbb{C} ; 1 < |z| < 2$ such that the derivative is equal to $(z^2 +1)^{-1}$
My attempt is using the derivate of $\arctan (z)$ that is: $\tan^{-1}(z) =\frac{1}{2i} \log(\frac{1+iz}{1-iz}) $ and prove that I cannot define a continuous branch on the annulus
Yes, there is. Take any loop $\gamma$ in that annulus. Then the winding numbers of $\gamma$ with respect to both $i$ and $-i$ are the same. Besides, $\operatorname{res}_{z=\pm i}\frac1{z^2+1}=\mp\frac i2$. Therefore, by the residue theorem, $\int_\gamma\frac{\mathrm dz}{z^2+1}=0$. Since this happens for every loop, your functions has a primitive: just fix a point $z_0\in A$, for each $w\in A$ consider a path $\eta$ going from $z_0$ to $w$ and define$$F(w)=\int_\eta\frac{\mathrm dz}{z^2+1}.$$