I think you'll find that cold blue works on zinc. Don't know how wear resistant it is, though. Also, if you prime the zinc, Krylon will do a fair job of concealing stuff.
I have two zinc wonders that were given to me; They both work, and they both shoot. For how long, I don't know, but I was surprised that they shot at all. Of the two, the H. Schmidt seems to be the better built one. (The other is the RG 10 that I had to drill a larger pin hole and install a larger pin to keep the barrel from turning, LOL).