OK, the TF Tree is correct from the ZED point of view.
To obtain what you are searching for you must start the ZED positional tracking with the first known pose coming from your localization algorithm.
The problem is generated by the fact that the ZED odometry starts from the first valid pose received by the internal positional tracking algorithm. If you start it automatically when the node starts the initial position is the origin [0,0,0,0,0,0] and the odometry will start from there.
set_pose service should solve your problem.