I don’t know if this would Work for you since it does mean having additional devices but you can now use a virtual Edge Driver device which is both a switch and a sensor and which will run locally. So you can use that as a proxy and have your Zen relay turn the virtual device on when the zen turns on and off when the zen turns off. turning the switch on or off actuates the sensor part of the virtual device, so it should work with home monitoring.
Here’s the link for the virtual device creator if you’re interested.
[ST Edge] vEdge Creator: a virtual device generator for end users