If you go into the BRIDGE00 (containing eth0+eth1, right?) device on your ZA box, click on the “View” button under Setup | Network | BRIDGE00
Here you should see all the MAC addresses the bridge is aware of (scroll down for the FORWARDING DATABASE). The first column (port) will have probably a 1 or 2 — this says that the bridge is aware of that MAC address through the physical bridge member 1 (your eth0) or bridge member 2 (your eth1).
What you probably want to do is verify that you can see the MAC address of the IPCOP’s interface which has an IP address of 192.168.0.251. You should see this on the bridge port 2 (assuming that’s the eth1 interface on your ZS box).
If the bridge doesn’t see any MAC addresses on the eth1/1 port, then I’d start by directly connecting the IPCOP machine and ZS/eth1 with a cross-over cable. Get the bridge to be aware of L2 addresses before worrying about L3.