Have the two - Princess Celestia and Zecora - ever met in the canon works? (comics including). I guess Princess Celestia might know of Zecora from Twilight's friendship reports, and possibly from Luna (who did meet her during Nightmare Night, if briefly.) Zecora would be unlikely not to hear about the ruler of the land. Does the canon indicate any other connections between the two? Appearing within sight range from each other, learning about each other from other sources, or such? How much can I expect they know of each other?
From an EqD interview with Faust,
"If we had penned more adventure stories, the only difference I can think of is that perhaps you would have seen more of Luna and Zecora. Zecora was designed to be a sage and mentor to whom the ponies could go for information about their quests. She was designed to be a second mentor to Twilight, but that didn’t come to pass. And Luna, though good, was meant to be associated with darkness and night - and these are considered (by some) to be iffy themes for a show for young girls - so she had to slide to the wayside."
It would seem that Celestia would have known more about Zecora if Faust's idea had come to pass.
UPDATE: Season 7 finale has rendered the Journal of the Two Sister de-facto non-canon. This means that every consideration based on its content is now technically obsolete. The original answer is left for historical purpose, but its contents probably now reference non-canonical sources.
I will try and double-check all the comics I can get reference for, but it is worth noticing that zebras are specifically referenced in the book "The Journal of the Two Sisters", which is nothing more than a real world version of the book with the same name in the show.
While its "canon status" is unclear (I for one have once read some claiming that state that the show producer said all comics are intended to be canon unless they contain mayor error that need to be rectified - the most famous example of this begin an issue of the IDW comic having Twily mother begin the author of the Daring Do books), the Journal has a lot of interesting info if you are willing to incorporate it in your fan works.
The book describes how Celestia and Luna became princesses, how they discover the Tree of Harmony (surprise: in the book, Star swirl is said to be fully able to time travel at wish, has minor control on his age via the same spell, already knows the tree and probably knows about our Twily too..) and some other minor details about their life I won't list now for sake of brevity. What is important is that the book has an interesting passage. Not only Luna becomes friend of a manticore she meets in the Everfree (does this remember anyone something?), she and her sister discover a small village of zebras hidden in the forest.
If you take this one as canon, not only they should know about Zecora in the first place, but they should also know what happened of the other zebras that once lived here. The show make you assume that Zecora moved here from a distant country, but the book seem to indicate that she at least had a reason to move there if not even begin the last one of that same old tribe.
Sadly, there is not much more to be drawn from the little infos in the books for now (let me check, maybe some recent comic explored this scenario a little further), but I think you may still want to check the Journal if you can grab a copy. While it does not contain a direct evidence that may solve your doubt, it can at least provide some ideas as how to incorporate your fan works with the main canon.
Side notice: I don't have many information about this one specifically yet, but it seem that one of the recent chapter books had Luna and Zecora interact directly to solve some issues. If that is the case, it is worth noticing that the chapter books can be considered canon too, to the point that the show even acknowledged one of them during season 5. I will try to update this post as soon as I can get some more info.