Polynomials such that roots=coefficients

I think I got the proof that no such real polynomial with degree $ \geq 6$ exists.

Let $n \geq 6$

Suppose for contradiction that $z_1,\ldots,z_n \in \mathbb R-\{0\}^n$ are such that $(X-z_1)...(X-z_n)=X^n+\sum_{k=1}^{n-1}z_iX^{n-i}$

Then three useful identities appear $$\sum_{k=1}^{n}z_k=-z_1 \; \; \; \;(1)$$

$$\sum_{\large1\leq i<j \leq n}z_iz_j=z_2 \; \; \; \;(2)$$

$$\prod_{k=1}^n z_k=(-1)^n z_n \; \; \; \;(3)$$

Since $$(\sum_{k=1}^{n}z_k)^2=\sum_{k=1}^{n}z_k^2+2\sum_{\large1\leq i<j \leq n}z_iz_j$$it follows that$$z_1^2=2z_2+\sum_{k=1}^{n}z_k^2$$

Hence $$0< \sum_{k=2}^{n}z_k^2=-2z_2 \; \; \; \;(4)$$ and $$0<\sum_{k=3}^{n}z_k^2=1-(z_2+1)^2 \; \; \; \;(5) $$

$(4)$ and $(5)$ imply $$\; \; \; \;-2<z_2<0 \; \; \; \;(6)$$

thus $(6)$ and $(4)$ imply $$0<\sum_{k=2}^{n}z_k^2 < 4 \; \; \; \; (7)$$

Also $(6)$ and $(5)$ imply $$0<\sum_{k=3}^{n}z_k^2 \leq 1 \; \; \; \; (8)$$

By AM-GM, $$\left(|z_3|^2\ldots|z_{n-1}|^2 \right)^{1/(n-3)} \leq \frac{1}{n-3}\sum_{k=3}^{n-1}z_k^2 \leq \frac{1}{n-3}\sum_{k=3}^{n}z_k^2$$

Hence $$|z_3|^2\ldots|z_{n-1}|^2 \leq \left(\frac{1}{n-3}\sum_{k=3}^{n}z_k^2\right)^{n-3} $$

Squaring, $$|z_3|\ldots|z_{n-1}| \leq \left(\frac{1}{n-3}\sum_{k=3}^{n}z_k^2\right)^{\large \frac{n-3}{2}} \leq_{ \large (8)} \dfrac{1}{{(n-3)}^{(n-3)/2}} \; \; \; \; (9)$$

By triangle inequality $(1)$, and Cauchy-Schwarz

$$2|z_1| \leq \sum_{k=2}^{n}|z_k| \leq \sqrt{n-1} \sqrt{\sum_{k=2}^{n}z_k^2} $$

Hence by $(7)$,

$$|z_1| \leq \sqrt{n-1} \; \; \; \; (10)$$

Rewriting $(6)$ as $$|z_2|\lt2 \; \; \; \; (11) $$

Recalling $(3)$ (with $z_n$ cancelled from both sides) and putting together $(9)$, $(10)$ and $(11)$, we have

$$1=|z_1||z_2||z_3|\cdots|z_{n-1}| < \dfrac{ 2\sqrt{n-1}}{{(n-3)}^{(n-3)/2}}$$

This inequality fails for $n\geq 6$.

Contradiction.

I can't prove anything for $n=5$ so maybe the conjecture doesn't hold.

The OP's edited problem (disallowing $0$ as root/coefficient) is worth looking at for polynomials of degree $3$, where the pertinent equations are

$$\begin{align} a&=-(a+b+c)\\ b&=ab+bc+ca\\ c&=-abc \end{align}$$

The assumption $abc\not=0$ turns the third equation into $a=-1/b$, which turns the first equation into $c=(2-b^2)/b$, and these, if I've done the algebra correctly, turn the second equation into

$$(b+1)(b^3-2b+2)=0$$

The root $b=-1$ gives $a=1$ and $c=-1$, corresponding to

$$X^3+X^2-X-1=(X-1)(X+1)(X+1)$$

The cubic has one real root at $b\approx-1.76929235424$ and two complex roots. Each of these will give a polynomial, so there are $4$ examples in all of cubic equations with nonzero root/coefficients.

Historical note: Googling on the number $1.76929235424$ leads to an earlier appearance of the cubic case about $12$ years ago at the Math Forum @ Drexel. The discussion there dates it back to at least $1954$.