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Too long for a comment. Actually I do not think that it is written anywhere but these kind of counterexamples are usually provided by the Ornstein-Uhlenbeck semigroup, generated by $\Delta+Bx \cdot \nabla$, where $B$ is a matrix. Assuming that all eigenvalues of $B$ have negative real parts, then an invariant measure $\mu$ exists (and is given by a Gaussian density). It turns out that the angle of analiticity in $L^p$ of the invariant measure can be computed exactly and can be smaller than $\pi/2$, even for $p=2$. This can be found in a paper by Chill, Fasangova, Pallara and myself. To obtain similar examples in unweighted spaces one has only (but patiently) to compensate the weight thus obtaining an operator with a linear drift and a quadratic potential. This works however only from dimension $2$ on; in the one dimensional case the operator is always self-adjont but still the angle of analitycity is different from $\pi/2$ in $L^p$, for $p$ different from $2$. There is also a paper by E. Priola and myself dealing with non-analytic Markov semigroups where one finds other examples. It would be nice to have a direct approach, avoiding the detour.