There is a K01zimbra in rc6.d for reboot, but not in rc0.d. See this bug report I made.

Workaround:

cd /etc/rc0.d/
ln -s ../init.d/zimbra K01zimbra

I noticed that after an upgrade, the bootscript was gone again, so I made this cron task and put it in cron.daily:

#!/bin/bash
#
# Zimbra bug: no rc0 bootscript: http://bugzilla.zimbra.com/show_bug.cgi?id=54099
#
# The bootscript I put there gets removed upon upgrade, so I put this script in
# place which mails root if it is missing.
#
# The bug is fixed, but in 6.0.10 it still wasn't there, so I don't know when
# it will be included in the release.
#
# Install it in /etc/cron.daily.
 ! [ -e "/etc/rc0.d/K01zimbra" -a -e "/etc/rc6.d/K01zimbra" ];
  message="Kill zimbra bootscript not found in either rc0 (shutdown) or rc6 (reboot)."
  "$message"
  "$message" | mail -s "Zimbra bootscript error" root