I'm not sure that I would have done any better than they did, to be honest. I probably would have made the same moves or done even worse. Believe me, I've been in the position of playing a tough game while omniscent lurkers sit on the sidelines and tell you what you should have been doing, and that's always pretty obnoxious.
But as an academic exercise and to answer your question, I think that the Zulu team's biggest issue throughout this game has been a lack of focus. Their players have never been able to decide on one strategic goal, and have been bouncing back and forth between a bunch of different objectives throughout the game. I even understand why they did this - they didn't want to get locked into a deathmatch with Commodore, and I can't blame them for that. But that's been the difference in this long running conflict. Commodore has been completely focused on one goal the whole game: grinding down his neighbor through protracted combat. The Zulu team has been all over the place. Add in some lucky dice rolls for Commodore and that's been enough to swing this battle.
There's also been some weird higher-level decisions in the Zulu game. I mentioned the lack of granaries; here's their capital for example:
Not even a single building in here after almost 100 turns? Seriously, what? No granary, no library, no barracks (despite fighting war for 30+ turns and having UU ikhanda). It's a strong capital too, triple food bonuses, on a river, hills, forests for chopping, etc. As I said, I like all of the Zulu players, I'm just at a loss at to what they were thinking to mismanage their capital this badly.
Then there's the bizarre research path that they took through the tree. They rushed Alphabet for overseas trade routes over all of these other options. Look at the top of this screenshot:
Alphabet is an expensive tech and I don't think that going from a 1 commerce domestic route to a 2 commerce international route in Zulu's five cities was all that useful. I could definitely see it if they were in peaceful builder mode, hard to understand the decision in this game's circumstances though. They could have had Horseback Riding tech instead (it's about 20% cheaper) and HAs surely would have been useful. Or they could have simply gone for Construction and had it available 10 turns sooner. That might have made a difference. Or just get Masonry and stick walls in Subway, which would have made it far harder to capture. There were a lot of alternate paths here.
Power graph; Commodore was always really far ahead, but the Zulu team never seemed to be unduly concerned about this. (They were 9th in Power while Commodore was first.) I noticed this same issue in the PBEM duel between scooter and Commodore. Too often in that game, scooter seemed to be in the midset that because he had a UU that beat Commodore (Cho-Ko-Nus vs no horses in that game, Impi vs no metal in this game) he didn't need to prioritize military techs and could go for economic stuff instead. Same deal here. Commodore chased one goal ("I will beat my neighbor in 1 vs 1 war no matter what") and ended up being successful. I felt that the Zulu team here was way too complacent once they saw that it was impis vs chariots early on. They treated the situation like it was an auto win when it wasn't. Impis get poor odds against archers, and they didn't adjust very well.
Going back even earlier, this is at the start of the war. Zulu team had just killed two Commodore units on the border to kick things off. I thought their decision was completely justified, due to the ridiculous overreach that Commodore was trying. But then instead of taking advantage of the situation, Zulu went and settled this city over in the east, off in the opposite direction. If you're going to make the decision for war, then be ready to fight a war! This settler could have established control of the crabs region 15 turns earlier, giving enough time to expand borders and chop forests. It would have put them in a much stronger position, back at a time when Commodore didn't have metals yet.
Now that's not really fair because all of this is backwards-looking analysis. It's easy to say what someone should have done after the fact. As I said, I don't think I would have necessarily done any better. I'm sympathetic towards their team, since I wouldn't want to start near Commodore either. (The less I say about their "invade India" plan the better - that is a truly terrible idea.) Still, you guys did ask, so I might as well give you my thoughts.