This article describes whether there is a separate signature for identifying traffic generated using Zscaler traffic.
On the dynamic-applications database (APPID) as of now, there are no dynamic applications to identify or block Zscaler-related / generated traffic.
Check our database for APPID (the feature that leverages the use of a dynamic application for traffic classification:
https://threatlabs.juniper.net/home/search/#/list/app?page_number=1&page_size=20