Let $z_0 = e^{i\theta}$ on the unit circle and $h = re^{i\phi}.$ Then $|z_0+h|^2 = 1+r^2 + 2r\cos(\theta-\phi)$ and we have $$f(z_0+h) = (e^{-i\theta}+re^{-i\phi})e^{-(1+r^2+2r\cos(\theta-\phi))} \\ f(z_0) = e^{-i\theta}e^{-1}$$
We will take the limit $r\rightarrow 0 $ to approach $z_0$ from the angle $\phi.$ Expanding to lowest order in $r$, $$ f(z_0+h)-f(z_0)\approx \frac{1}{e}(e^{-i\theta}+re^{-i\phi})(1-2r\cos(\theta-\phi)) - \frac{1}{e}e^{-i\theta} \approx r\frac{e^{-i\phi}-2e^{-i\theta}\cos(\theta-\phi)}{e}.$$
Dividing through by $h=re^{i\phi}$ gives $$ \left.\frac{df}{dz}\right|_{z=e^{i\theta}}= \lim_{r\rightarrow0}\frac{f(z_0+h)-f(z_0)}{h} = \frac{e^{-2i\phi}-2e^{-i(\theta+\phi)}\cos(\theta-\phi)}{e} = -\frac{e^{-2i\theta}}{e}.$$
The answer comes out independent of $\phi$ as it must since the function is complex-differentiable at $z_0 = e^{i\theta}.$
EDIT:
I wanted to follow the method using the definition of the derivative outlined in the question and show how you get an answer that is independent of the direction the limit is taken in. However, as commenter MyGlasses noted, given that you have proven it is differentiable, there is an easier way to compute the derivative. If $f(x+iy) = u(x,y) + iv(x,y)$ and the Cauchy-Riemann equations hold, then the derivative is given by $$f'(z) = \frac{\partial u}{\partial x} -i\frac{\partial u}{\partial y}.$$ In this case,this gives $$ f'(z) = (1-2x^2)e^{-(x^2+y^2)} +2ixye^{-(x^2+y^2)}.$$
Since we're on the unit circle, $x^2 + y^2 = 1$ and $1-2x^2 = y^2-x^2$ so $$ f'(z) = \frac{1}{e}\left(y^2-x^2 + 2ixy)\right) = -\frac{\bar z^2}{e}.$$
If we write $z=e^{i\theta},$ we see that the two answers match.
As a third alternative, we can consider $z$ and $\bar z$ to be the indpendent variables rather than $x$ and $y$. Then the function can be expressed as $$ f(z) = \bar z e^{-z\bar z}$$ and we have $$\frac{\partial f}{\partial z} = -\bar z^2 e^{-z\bar z} \\ \frac{\partial f}{\partial \bar z} = (1-z\bar z)e^{-z \bar z}.$$ In this language, the Cauchy-Riemann equations are just the statement that $\frac{\partial f}{\partial \bar z} = 0,$ which means $z\bar z = 1,$ i.e. $z$ is on the unit circle like we knew all along. Under these conditions, $f$ is differentiable and we have $$f'(z) =\frac{\partial f}{\partial z} = -\bar z^2 e^{-z\bar z} = -\frac{\bar z^2}{e}$$ where in the last equality we plugged in $z\bar z = 1.$