I have the following, but it's not a script I use, so not sure if it works. Zscaler tends to want a password if it has already been registered on the device. It might be that this script only works on devices that haven't been registed with zscaler yet.
#!/bin/sh
## ZScaler Uninstaller
# Stop Service
sudo launchctl unload /Library/LaunchDaemons/com.zscaler.service.plist
sudo killall Zscaler
# Remove Application Files
sudo rm -rf /Applications/Zscaler
# Remove Launch Agent
sudo rm -rf /Library/LaunchAgents/com.zscaler.tray.plist
# Remove Launch Daemons
sudo rm -rf /Library/LaunchDaemons/com.zscaler.service.plist
sudo rm -rf /Library/LaunchDaemons/com.zscaler.tunnel.plist
# Remove root PLIST
sudo rm -rf /private/var/root/Library/Preferences/ZscalerService.plist