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Note that it isn't just the "direction" that matters but also how "fast" each variable approaches the limit e.g. if one variable goes like $x^2$ another like $x$ then that can change the value of the limit. The iterated limits that you asked for are defined and limit gives the correct result. If you want to approach along a different path then you will need to specify the path as I showed above.
The following uses composition of single-variable limits, and gives unity.
But it seems that there exist directions in which (0,0) can be approached that are not equal, so the multivariable limit is undefined.
Is there a way to evaluate multivariable limits in SymPy?
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