I've learned something about Wolfram Alpha that I didn't know existed.
If I go to Wolfram Alpha and in the text box type
limit calculator
then a different page appears and it asks me to enter the Computational Inputs. I can enter your two variable expression and then tell it that the variable is x and the value to approach is zero. Then I can click
include second limit
and enter the information for y.and then click Compute.
It gives me a result for approaching those limits from a particular direction. And off to the left is a red button labeled Step-by-step solution. When I click that a menu drops down showing me the steps to find that limit.
I had no idea this was hiding inside Wolfram Alpha.
Perhaps this is the way to get it to do multi variable limits and show you the steps.
Can you reproduce all this?