Thank you.
So I know that on the intervals $[0,r]$ the integrals $$\int^r_0 e^{-iz^2} \,dz = \int^r_0 e^{-it^2}\,dt = \int^r_0 \cos(t^2)\,dt-i\int^r_0 \sin(t^2)\,dt$$ are equal.
But on this interval $[r, r+ir]$ we have $z= (r + ir)y$ so $dz=(1+i)dy$ and $z^2 = (ry+iry)^2$, so here we get:
$$...