This question was inspired by this other question.
Let $U\subset\mathbb{C}$ be open, and let $f\colon U\to \mathbb{C}$ be holomorphic and non-constant. Suppose $f$ also satisfies the following identity: for all $z\in U$ with $z+1,2z\in U,$ we have $$f(2z) = \frac{f(z)+f(z+1)}{2}.$$ The question linked above is basically about proving that such an $f$ cannot be entire, i.e., $U\neq\mathbb{C}.$ In fact, my solution proves a very slightly stronger result, see the following.
Let $D\subset U$ be the closed disc of radius $R$ centred at $0.$ Assume, for a contradiction, that $R\geq2.$ The maximum value of $\lvert f \rvert$ on $D$ must be on the boundary, so is of the form $\lvert f(2w) \rvert$ for some $w$ with $\lvert w \rvert = R.$ Since $R\geq2,$ it follows that $w+1$ is in $D$ also. Therefore $\lvert f(2w) \rvert > \lvert f(w) \rvert$ and $\lvert f(2w) \rvert \geq \lvert f(w+1) \rvert$. By the triangle inequality, $\lvert f(2w) \rvert \leq \frac{\lvert f(w) \rvert + \lvert f(w+1) \rvert}{2} < \lvert f(2w) \rvert,$ a contradiction.
This proves that $\{z:\lvert z \rvert \leq 2\} \not\subset U.$ With regard to the above linked question, it therefore follows that $U\neq\mathbb{C}$, but I'm curious about what else can be said about $U$.
Question. How big can $U$ be?
Let's be specific, for the sake of defining the parameters of an answer.
In the first place, does there exist a non-constant holomorphic $f\colon \{z:\lvert z\rvert >2, \text{Re}(z)>0\}\to\mathbb{C}$ such that $2f(2z)=f(z)+f(z+1)$ for all $z?$
Does there exist a $U$ admitting such an $f$ such that $U$ only misses out a discrete subset of $\mathbb{C}?$
Note that $\cot\frac{\pi (t+1)}{2}=-\tan(\frac{\pi t}{2})$ hence $\cot(\frac{\pi t}{2})+\cot\frac{\pi (t+1)}{2}=2\frac{\cos (\pi t)}{\sin (\pi t)}=2 \cot (\pi t)$
hence $f(t)=\cot(\frac{\pi t}{2})$ satisfies $f(t)+f(t+1)=2f(2t)$ and is analytic on $\mathbb C-2\mathbb Z$