It is YNd11 Step-down transformer, with a Zigzag transformer on delta side providing earth reference.
Everyone agrees Zero sequence filtering is to be selected on Y-side.
With regard to Delta side, it depends on how the Zigzag transformer is connected.
# If Zigzag transformer is connected at transformer terminals and the CTs are located in the switchgear incomer panel, zero sequence filtering is required.
# If Zigzag transformer is connected to the switchgear busbar, the incomer CT doesn't see zero sequence currents and hence no filtering is required.