The additional branch points lie on the two deleted rays because . On the same simply connected domain
choose both square roots to equal at zero. Their product has a single-valued holomorphic reciprocal on , so its integral from zero defines the single-valued branch of the elliptic integral of the first kind.
An unrestricted contour may wind around any of . Continuation around one such point flips one square root, so the value can change by square-root monodromy. Thus is multivalued.
At , the branch value is the complete elliptic integral of the first kind
A contour that goes once around and then to applies the reflection about , giving
Similarly, the branch value at is , so a loop around acts as . A contour that loops first around and then around therefore gives
Finally approach the interval through the upper half-plane. There
so the branch value at is
It follows that a loop around acts as
A contour that loops first around and then around consequently gives
Here is the complementary complete elliptic integral of the first kind. These contours exhibit all three requested values.

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