Yes indeed, the Zero Requiem does exist in both the canon, and both the ZR are identical, but the effects years later aren't the same. That could be an argument to not include the aftereffects if we're not going to differentiate between the separate alternate universes.
The show staff don't need to explicitly say something doesn't exist for it not to exist. They never said that there isn't an army of clowns hiding behind all of the bushes, that doesn't mean the clows are there. As long as something isn't confirmed (explicitly or implicitly) to exist, it doesn't exist. So right now, in the anime canon, there is no Zilkhstan. That's not "my call", that's the show staff not making mention of it, neither in-universe nor out-universe. And until they do mention it, it doesn't exist just like the army of clowns doesn't exist.