Your second equation is not a differential equation. You can remedy by taking its derivative:
eq = 2*D[r[z], z]*D[u[z], z] +
r[z]*D[D[u[z], z], z] == 0
sol = DSolve[{eq,
D[r[z]^2*u[z] == r0^2*u0, z],
r[0]^2*u[0] == r0^2*u0},
{u, r}, z]
A trivial example that Mathematica does not solve:
DSolve[{a'[x] == 0, b[x] == a[x]^2}, {a, b}, x]