Find $f$ and $g$ that are both $C^1$ with $f(y)=g(y)=0$ and $f'(y)= a g'(y) \neq 0$, where $a\in\mathbb{R}$ but $\lim_{x\to y} \frac{f(x)}{g(x)}$ DNE.
I know that for this to be true we must have that $f,g : \mathbb{R}^n \to \mathbb{R}$, where $n \neq 1$.
Let's work in $\mathbb R^2.$ Take $y=(0,0).$ Set
$$f(x_1,x_2) = x_1 +x_1^2,\,\, g(x_1,x_2) = x_1 +x_2^2.$$
We have the hypotheses met with $\nabla f(0,0) = (1,0)=\nabla g(0,0),$ and $a=1.$
Note $f(0,t)/g(0,t) = 0/t^2 \to 0$ as $t\to 0,$ while $f(t,0)/g(t,0) \to 1$ as $t\to 0.$ Thus $\lim f(x)/g(x)$ fails to exist as $x\to (0,0).$