I've been trying to formulate a way of comparing these two functions, in order to find out why the function $\sin \sqrt z$ is not entire, but I couldn't find a good way of doing that. What I tried so far:
I wrote the series of both functions: \begin{align}\cos(\sqrt{z})&=\sum_{n=0}^\infty \frac{(-1)^nz^n}{(2n)!}\\ \sin(\sqrt{z})&=\sum_{n=0}^\infty \frac{(-1)^nz^n\cdot\sqrt{z}}{(2n+1)!}\end{align}
The $e$ version: \begin{align}\cos(\sqrt{z})&=\frac{e^{i\sqrt{z}}+e^{-i\sqrt{z}}}{2}\\ \sin(\sqrt{z})&=\frac{e^{i\sqrt{z}}-e^{-i\sqrt{z}}}{2i} ,\end{align}
but they didn't help me on solving the problem. How could I progress from here? I could not find a way of writing Cauchy-Riemann equations for $\cos$ or $\sin$.
Hint Suppose $F(z) := f(\sqrt{z})$ is analytic at $z = 0$ for some choice of branch cut of $\sqrt{\cdot}$, say, $F(w)$ has power series $$F(w) \sim a_0 + a_1 w + a_2 w^2 + \cdots$$ at $w = 0$. What is the power series of $f(w) = F(w^2)$ at $w = 0$?
This shows that not only is $\sin \sqrt{z}$ not entire, it's not analytic in any neighborhood of $z = 0$ (for any choice of branch cut).