This completely misses the point of why the complex numbers were even invented. i is a number: it is one of the 2 solutions to the equation x^2 = -1 (the other being -i, of course). The whole point of inventing the complex numbers was to have a set of numbers for which any polynomial has a root. And sure, you can call this number (0,1) if you want to, but it's important to remember that C is not the same as R².

Your whole point about Taylor series is also wrong, as Taylor series are not approximations, they are actually equal to the original function if you take their infinite limit for the relevant functions here (e^x, sin x, cos x). So there is no approximation to be talked about, and no problem in identifying these functions with their Taylor series expansions.

I'd also note that there is no need to use Taylor series to prove Euler's formula. Other series that converge to e^x,cos x, sin x can also get you there.