You would have to perform some diagnostics to troubleshoot this.
1. Can you resolve that site’s name from behind ZS (by the way, are you using ZS as a DNS server)?
on Windows try nslookup or tracert
on Linux try nslookup or traceroute
2. Can you ping the site by name and IP address from behind ZS?
3. Can you telnet into port 80 of the site, once in telnet type ? and you should see something like
HTTP/1.1 400 Bad Request
Content-Type: text/html; charset=us-ascii