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Yuri Bakhtin
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A typical realization of $W_1(s)+W_2(t)$, where $W_1$ and $W_2$ are standard independent Wiener processes, defines a function with requested properties.

Of course, there are simpler examples.

UPD. The following example has no probability in it: take any function $g:\mathbb{R}\to\mathbb{R}$ that has upper one-sided derivatives at each point equal to $+\infty$ and lower ones equal to $-\infty$ and set $f(x,y)=g(x)+g(y)$.

Yuri Bakhtin
  • 3.1k
  • 20
  • 18