All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
It is lawful to color one's hair. This ruling is common for both males and females. It is lawful to use all kinds of Henna of dyeing or painting as long as black color is avoided. The black color is disliked because the Prophet said: “Change the color of grey hair but avoid the black.” [Ahmad from Anas]
Another Hadeeth about the hair of Abu Bakr's father which was white, reads: “Change this (its colour) but avoid black.” [Muslim, an-Nassa-i, Abu Dawood and Ibn Majah] Some scholars even forbid coloring white hair with black colors and this is a very appropriate opinion. Anyway, the ruling of coloring the hair with black color is that at least it is dislikable and this is enough to make the Muslim avoid this.
We could not find the narration of Imam az-Zuhri concerning the dyeing of hair which you mentioned in your question, in any authentic reference of Sharee’ah.
Allah knows best.