They are overpowered, but moving them to the ancient era also made the unique feel way more random, given the RNG involved with starting next to horses. It also doesn't really fit that well with the time Songhai were active, but that kinda goes for the Tabya as well so I guess that's fair.
Also worth mentioning that the cataphract is worse than ever before, now trading 1 movement for a 15ish% increase to CS.
That being said I don't feel like saying that they are destroying Zulu before the Zulu unlocks their unique unit should be some indication, I mean clearly a civ with all their uniques unlocked should beat one that is still waiting for theirs.
Yeah, but Zulu are meant to be the elite as their entire UB and UA is just buffing their troops and gives no yields (except for less maintenance, which is pretty cool), and I doubt it's the desired effect that I've managed to declare war on my entire continent and stomp 6 civs with like 5-8 mandeks spread around the world (like 2 west, 2 east, 2 north, 2 south, but often joining others), getting thousands of gold in the process and lots of Culture and production from the UB.
Basically, right now Songhai is better than Zulu at fighting in ancient and classical (nothing to counter Mandek comes in Classical), economy (camp + city conquest gold, river connections, free Mandek Danish gold-on-attack UA), production+culture+building (Tabya). Only starting medieval does Zulu get the edge on anything... Except the Knight still keeps Amphibious, Canoe and City Raider.
Also even walled cities are defenseless if you go the Drill route with two-three Mandeks.
Similar stuff doesn't happen to Zulu in other early-era cases. Legion, for instance, is still arguably worse than a Zulu Swordsman. Same with Hoplites/Immortals/Picts - they're pretty much sidegrades to a Zulu Spearman. That's because Zulu trades having an UB for turning all melee stuff into UUs starting from Ancient Era pretty much.
Meanwhile, Mandek just owns everything, owns its counters, destroys all cities and has free best part of Denmark UA with bonus Flank strapped on to it.
And yeah Cataphract is absolutely terrible. It should unlock slightly earlier and get 4 movement. I mean, a Conquistador has more CS, IIRC no city attack penalty instead of -25%, more movement and can settle overseas cities that are far better than what Pioneers have. Sure, Cataphract can fortify, sure, different civs, but still...