You know what, before I watched that interview I think I would have agreed with you. ZP is one of the characters who has been something of an enigma in this whole ordeal which we (or at least I) have had little to no information about. And yet she married Alex and seemed to be closely tied into this whole thing. I've definitely wondered about her story and questioned her motives and involvement.
However, after watching the interview my thoughts on her have shifted quite dramatically. In short I believe she is being honest and forthright with everything she knows, and that she in fact does want to help law enforcement as best she can. To me it seems like she was a rather naïve and gullible person who got swept up and involved with the wrong group of people. And she seems to recognize and acknowledge this. She even admits that she fell in love with Alex and yet questions if she could have been the next one to have been murdered by him or this group. And though I think she definitely could have used better judgement, I don't think she was ever criminally involved with this group, based on what has come out in this interview.
I think her testimony could prove invaluable in this case, and, IMO, is much more credible than MG's. It is my own opinion that MG came across as being dishonest and not forthright because she was too afraid to admit just how deeply she got involved with this group. I did not sense that with ZP - quite the contrary - I felt that she has come to terms with just how much she had been groomed by this group and wanted to do what was right and tell the whole truth even if it did get her in trouble or make her look bad. Yes, there were times during the interview where she seemed to pause and struggle with answering questions, but I don't think it was as you say - that she was lying or trying to hide something - rather, it seemed like she was truly struggling to remember things as best she could so as to tell the complete truth. She would even regularly volunteer more information that what the detectives were asking. This interview gave me a completely different perspective of Zulema and I have come to respect and appreciate her voluntarily coming into the police station to help with the investigation as best she could.
I mean you've got to give her at least some credit for cooperating with a level 6 dark spirit (according to what Chad and Lori apparently told her of the detective questioning her). ZP has likely just become a level 10 dark spirit in Chad and Lori's eyes for that act alone, should they find out!