$$ \sqrt{-21+20i}.\sqrt{-21-20i}=\pm(2+5i).\pm(2-5i)=\pm29 $$ But why it is not $$ \sqrt{-21+20i}.\sqrt{-21-20i}=\sqrt{(-21+20i)(-21-20i)}=\sqrt{|z|^2}\\ =\sqrt{441+400}=\sqrt{841}=29 $$
Does this has something to do with $\sqrt{-a}\sqrt{-b}=-\sqrt{ab}\neq\sqrt{ab},\;a,b\in\mathbb{R_+}$ ?
Where does all these rules coming from ?
In the context of complex numbers, it is not a good idea to write $\sqrt z$, since every complex number (other than $0$) has two square roots. So, unless you specify which square root you have in mind, the expression $\sqrt z$ is ambiguous. And all you can say about the square roots of a product is that each of them can be obtaind multiplying some square root of the first factor by some square root of the second one.