Your error says "Output argument F not assigned". Your function, "fun" is defined as having an output, which you call F. However, F is not defined anywhere within fun. You have defined dfdx though. This is what you are trying to solve, so this must be your output argument.
Also, you have another problem. Your input vector, x, has three components. However, your initial guess for it, [0.000001, 0.000001], only has two.