In zig-zag connection, there are two windings each of E/3 where E is the line voltage.One winding will be from one phase while the other will be from another phase.When these are connected together, it will be E/root3 when voltages are added vectorially.In normal star winding, it will be E/root3.I think you are confusing about grounding transformer and Zn connection for other purposes. It is true in grounding transformers there will be only one Zn winding which will be used only for getting the virtual neutral for the system.But is also normal in grounding transformers to add a y secondary to feed to auxiliary loads (ZNyn).
It seems in early days of electric power transmission,to use Ynzn was usual to save on the stabilising tertiary winding ie use Ynzn instead of YNynd11.Advantage is that zn will serve the purpose of a delta in reducing the zero sequence impedance,but with a small saving in copper. Any LG fault in secondary of such transformers will be seen as L_L fault on primary so that maltripings on primary will be avoided, Even today in such regions YNzn transformers are being procured (quite large 100-125 MVA)eg.Mumbai (India), Bangladesh and certain South American countries.