You should use bounds instead of constraints.
@variable(m, 1 <= x <= 3)
@variable(m, 1 <= y <= 3)
@variable(m, z >= 0)
Gurobi can’t preserve your constraints to prove z >= 0 .
SecondOrderCone support is coming. See https://github.com/JuliaOpt/Gurobi.jl/pull/231