Presumably, if you are expected to do a problem like this, you know something about path integrals. The line from 0 to i, in the complex plane, can be written as z= (1+i)t where t ranges from 0 to 1. The line from i to i+ 2 can be written as z= (1+ t)+ i where, again, t ranges from 0 to 1. Do those two integrals separately with z replace by those and dz by (1+i)dt in the first integral and by dt in the second.
Unfortunately, you see to have forgotten to say what the integrand, y(z), is!