... every Riemann surface of genus $1$ appears as a complex one-parameter subgroup of $G$?



Does there exist a complex Lie group G such that ...
No. In a connected complex Lie group all compact complex subgroups must be in the center, that is, in the kernel of the adjoint representation, because in a complex general linear group there is no nontrivial compact connected complex subgroup. And in a connected abelian complex Lie group there can be only countably many compact one-parameter complex subgroups.


Edit: So in fact in a complex Lie group there are only countably many compact connected one-parameter complex subgroups (not just up to isomorphism). 


Edit: Just to summarize what I have learned from this exercise: Let CCC="compact connected complex".


(1) (I already knew this.) A CCC subgroup of $GL\_n(\mathbb C)$ must be trivial. Compact implies contained in a conjugate of $U\_n$; complex then implies $0$-dimensional; connected then implies trivial. (Alternatively, a holomorphic map from a CCC manifold to $\mathbb C$ (therefore to $GL\_n(\mathbb C)$) must be constant.)


(2) (IAKT) A CCC group is always abelian. This follows from (1) using the adjoint representation. Therefore it must be a compact complex torus group, the quotient of a complex vector space by a full lattice (i.e. a subgroup generated by an $\mathbb R$-basis). 


(3) (This had never occurred to me before, but it's obvious by the same argument.) In a connected complex Lie group a CCC subgroup is always in the center. Thus a complex Lie group $G$ has a maximal CCC subgroup in the strongest sense -- one which contains all others -- namely the (unique) maximal compact subgroup of the connected component of the center of the connected component of $G$.


(4) Therefore there cannot be a nonconstant family of CCC subgroups of a complex Lie group. (3) reduces this statement to the case where the ambient group is abelian, and that case is clear.


I don't know what you mean by infinite-dimensional Lie group, exactly, but it seems to me that the arguments above can be adapted to show that in the group of all complex automorphisms of a connected complex manifold there is a CCC containing all others (again contained in the center of the component) so that again there are no families.


