MySQL complains key exists but I can't find it
You likely have an index for a foreign key on some other table in your DB, which has the same constraint name and is thus causing a namespace collision.

If you are using all InnoDB tables (as you should in 2017), try this to locate the offending table:

SELECT t.name
  FROM information_schema.innodb_sys_indexes i
  JOIN information_schema.innodb_sys_tables t
 USING (table_id)
  WHERE i.name = 'BAZ';


Or this may work, too:

SELECT *
FROM information_schema.innodb_sys_foreign
WHERE id REGEXP 'BAZ$';