Ann

Watch some early American safari films. The pronounciation of zebra is as in "zed" ze-bra.

I wonder when the pronounciation changed.

Tanzania is a good one too. The combination of Tanganyika and Zanzibar.

I say it - Tanz-a-Nia. This looks similar to how you pronounce the word.

Then your other option of Tan-ZAN-ia.

It could be said - Tan-zania - which is probably a better fit of the two original words.