Peace Vassals (which Willem is) don't have land or pop requirements. They just have to be sufficiently happy with the potential master -- this threshold is different for every AI and can range as low as Cautious for Mansa -- and feel military threat from a rival (the potential master can ALSO fill this requirement, strangely enough). Whether they break free or not, as peace vassals, is an entirely different check than capitulated states who will often do so at the first opportunity if you're whooping their master's butt as that allows them to broker a separate peace with you.
Willem is always gonna be pretty happy with Zara because of the liberation bonus of being his colony. Breaking free and rejoining him is most likely a direct result of your military success, as you had been at war with Willem and he feared you. I've also seen it several times where the master will lose his/her vassal, and then themselves vassal to their own former vassal, if you stay at war with both of them.
It's just one of the glaring examples of how the vassal mechanic can be total BS in the AI's hands.
For a follow up question: if I have popup tips disabled in my game, will I ever get the option to give independence to one of my cities? Also would you recommend forming colonies?
There's a button at the bottom of the domestic advisor that lets you liberate cities. You must have at least 2 contiguous cities on a different continent to have the option to liberate a colony, vassal states on, and room in the game for an additional player (which can be satisfied by killing off an AI if you are playing 18 civs from the start or something.
Colonies aren't very useful IMO. They start with all your tech at the moment of liberation and make contact with all the other AIs which can bork diplomacy -- the AI you liberate is random but you are still subject to the other AIs attitude averaging toward you, bad if you liberate Gandhi or Lincoln on map full of warmongers -- and they quickly start making trades with your tech that you may have wanting to wait on making for one reason or another. Example: they might start spreading around Rifling, or giving out your monopoly tech you planned to trade for another AI's tech you know they are about to finish. The same problems with any vassal except they are at tech parity with you.
They also still start so far behind in development, in terms of the land and infrastructure, that specifically gifting away cities on another continent with the aim to create a teching partner or something ends up not panning out. The colony will quickly fall behind you and take forever to develop into anything contentious compared to AIs existing from the beginning of the game, unless you want to keep ferrying them more settlers workers. It just ends up being a big hammer sink and doesn't pay off well. It could be fine for just gaining Dom limit % I guess, but you're better off just keeping the cities in that case anyway and going for State Property.
In intercontinental warfare, they do have a nifty tactical use though: invade and take at least 2 cities, then liberate a colony. Gift away every new city you take on that continent to the colony as you take it, and they will automatically garrison with up-to-date defenders, the colony will push out culture and generally resist attack, and the best part is even if the AI you are attacking takes the cities back, they gain no war success against you --only against the colony -- and you can even recapture them again for MORE war success. Makes fighting with an advanced AI across the ocean go much more quickly and gives your landing units some safety.
As far as I know only peace vassals tend to break free. Conquered civs and colonies remain your vassals even if certain conditions are met. I've never seen vassals with >50% of my land and population break free.
Would Zara capitulate? Normally, a civ which has vassals won't capitulate, but sometimes they do.
You can cap masters with vassals of either kind; it automatically breaks any vassals they have have free. You just need a lot of power rating to do it as the AI artificially inflates it's own power for each vassal it has.