I'm not sure on the zone situation. I'm sure that you can define custom zones and use another shipping module. The good thing about zencart is that you can have multiple shipping modules enabled at once. So you can have an option for local shipping that is only available in a particular zone. For the other zones you would have defined prices. You should be able to find a mix of modules to get the desired result. There would be a lot involved in making a single module do everything that you want it to.
If you check the forums on the zone configuration I'm sure you will find some answers. I haven't had to go there yet as I only have local deliveries at this stage to worry about.
Good luck



