How to prove that $\mathbb {C^2\setminus R^2}$ is not a domain of holomorphy while $\{(z_1,z_2)\in \mathbb C^2;z_2\not=0\}$ is a domain of holomorphy?
My initial proof: If $f\in \mathcal O(\mathbb {C^2\setminus R^2})$. Then W.L.O.G we can consider the "shift" function $f(z_1+i,z_2+i)$ and hence this new $f$ is holomorphic in the polydisc $\mathbb D^2$??
The Hartogs figure $H=\{(z_1+i,z_2+i); |z_1+i|>1/2\}\cup\{(z_1+i,z_2+i); |z_2+i|<1/2\}\subset\mathbb C^2\setminus\mathbb R^2$. Thus by Hartogs extension theorem the $f$ can be extended to $\mathbb D^2$??
How would we also conclude that $f$ is everywhere holomorphic?
In the second example the function $(z_1,z_2)\mapsto 1/z_2$ is a holomorphic on the given domain which can not be extended to a strictly bigger domain.
The first case is non-trivial. In Steven Krantz (Several complex variables) you may find a theorem (p 160 in my version) about tube domains. Let me multiply your domain by $i$ (a biholomorphic map) to fit with Krantz' notation. Let $T_\omega={\Bbb C}^2 \setminus (i {\Bbb R}) \times (i {\Bbb R})= \{ z\in {\Bbb C}^2 : \mbox{Re } z \in \omega \}$ with $ \omega = {\Bbb R}^2\setminus \{(0,0)\} . $ The theorem states that $T_\omega$ is a domain of holomorphy if and only if $\omega$ is (geometrically) convex which is clearly not the case here. I don't know of an easy proof but that might exist.