Etym: Derives from the name of the Sabine tribe. Probably no special meaning here.
Zacharias Smith: Etym: A minor prophet who produced eschatological visions. The name is from the Hebrew for "Jehovah has remembered".
Zamojski, Ladislaw (OotP ch. 19): Etym: No etymology, but maybe a variant of Zamoyski, the name of a Polish family that was highly influential in the 15th-19th centuries.
Zeller, Rose (OotP ch. 11): A Hufflepuff four years behind Harry.
Etym: From German zelle "small room", meaning specifically a shrine or hermit's cell.
Zograf (GoF ch. 8): The Keeper on the Bulgarian national Quidditch team.
Etym: No info.
Zonko's Joke Shop: The pranksters' supply house in Hogsmeade.
Etym: Zonko is an invention from or variation of zonky.