Take the most simple example $M=\mathbb C$ and $X$ the unit circle. Then $d_X(z)=|z-\frac{z}{|z|}|^2$ is not holomorphic (so as its Laplacian $i\partial \bar \partial( d_X)$), as you can easily see by expanding the expression.
Take the most simple example $M=\mathbb C$ and $X$ the unit circle. Then $d_X(z)=|z-\frac{z}{|z|}|^2$ is not holomorphic as you can easily see by expanding the expression.