regarding the Zulu:
Shaka Zulu amalgamated and absorbed many confederate bantu-speaking tribes.
The Zulu and their ethnic cohorts are representative of the great bantu-speaking push out of central Africa. And in this they are much like the Celts, Germans, Mongols, or any other number of massive ethnic migrations throughout history.
Much of subSaharan Africa has a bantu-speaking component. It's a huge linguistic/cultural grouping. And in the game, the Zulus represent more than just Shaka's revolution, just as the Celts represent more than just the Gauls or Irish.
Abyssinia/Ethiopia is a much different ethnic entity, as is Mali. The first is soundly a part of the Hamito-Semitic world, not just linguistically, but historically and culturally. Those are biblical places, after all. Mali, IIRC, is a part of the subSaharan Niger-Congo matrix, the population that held the Sahul between the Sahara and the Congo basin. And so, they're pretty distinct from the Bantu/Zulu. The trade routes into Mali were known to the ancient mediterraneans, and like Ethiopia stood at the periphery of the classical world, but not out of it (compared to the bantu homeland).
Almost anything subSaharan could influence your hypothetical "Zulu" units. It is, in a way, like creating a whole graphical look akin to the European look that is now spread out over so many euro civs. Make up whatever history you desire - that's my suggestion. Imagine a cultural grouping in which Zulu aesthetic informs not only the broad geography of subSaharan Africa, but also adjacent theoretical civs like Ethiopia, Nubia, Mali, and Benin; and where they influence a broader African Cultural Group that might ultimately include Carthage and Egypt - a pair of culturals variously considered mediterranean or middle eastern.
Now, zebras. I beg you guys: don't beat the idea into a debatable item. Just consider it a breed of horse that the Zulu's somehow managed to develop with striping. Not a brown horse with a zebra hide on it. Not a quagga proper. It really doesn't have to have anything to do with zebras. Just a brown/white horse with striping on the back. That's all. It's fiction. I brought the idea about purely as a graphical distinction.