Americans say Zeee, and not zed. So it is ZEEbra for me and most Americans. I will always pronounce it that way as that is the way to say Z in this country.

BTW- I've heard somer funky pronunciations for Tanzania too in my day.

I call it: TAN-zan-ia

I've heard some call it tan-ZANIA, with it sounding like MANIA! Makes me cringe when I hear that.