`Derivative(g(x*2 + y**2), x**2 + y**2)` is not valid in SymPy, and probably will remain that way. You can take derivatives with respect to other expressions only if they are atomic, like a symbol or a function. 

One thing that is missing, which it looks like Maple is using, is a `D` operator. See https://code.google.com/p/sympy/issues/detail?id=1620.