Here is a most simple solution : compute $\int_{\gamma} \frac{dz}{z}$ using this determination of the logarithm, where $\gamma$ is a small loop around zero. You should get zero assuming there is a holomorphic branch of $\log$. On the other hand, explicit computations show that $\int_{\gamma} \frac{dz}{z} = 2\pi i$, hence such branch can't exist.
On the other hand, your argument can be fixed. Any branch of logarithm should be on the form $\log(z) = \log(|z|) + i\arg(z) $, where $\log(x)$ is the usual logarithm for $x \in \mathbb R_{>0}$. In particular, a branch of logarithm gives a branch of $\arg$, but it's impossible to have a continuous determination of the argument, so there is no branch of $\log$ on $D \backslash \{0\}$.