There may be some legal ramifications if you infringe on Zangersheide’s trademarked name. Even if it isn’t trademarked, you could be accused of some sort of misrepresentation if you claim the “Z” without their approval.
Cheezy… hum. Confusing at least and not professional in my opinion. It is like adding du Rouet at your foal’s name because the sire was Balou du Rouet, or de Muze or whatever farm name that is famous enough that people expect to have been bred from this farm. It looks as the breeder was ignorant and thought that De Rouet is just the name of the horse. Adding a Z to a non registered Zangersheide looks the same.
If you really like it I would applaud the suggestion of adding Zee instead, it makes more sense.
Such example as Alme Z is when Alme was standing at Zangersheide, they were using him for their registry so this was OK to add the Z. When used by the Selle Français there was no Z of course. Each registry has his own rule and you often see small change in the name according to the registry using him. For instance Indoctro was registered with the KWPN but when approved with the Holsteiner the C-Indoctro was used because his sire was Capitol and they have to keep the first letter of the sire.
I think it is something that we have to respect.
Can you not get it registered Zangersheide? If you “really” want that Z…might be an option?