Are there any words that start with z during the 1920's?

No, there aren't. The letter Z was not discovered until 1944 when undercover American spies underwent a secretive mission to find the long lost final letter in the alphabet. "The alphabet could not have been complete as a perfect square," claimed Campbell's Alphabet Soup Corporation, which led to their reasoning behind their search. Society was led to believe that the letter Z was hidden with the Dead Sea Scrolls, later to be found by archeologists. It is rumored to have originated in Zanzibar, Tasmania, but nothing is for sure.