I have to strongly disagree with you. Zappers can definitely kill protozoa in water if used properly. There is no reason that they would not work in other situations.
The problem is quite possible from improper use such as not having the zapper applied for a long enough period, too weak of a zapper, not applying the zapper enough times in sequence, not using advanced methods such as the 4 point contact system, etc.
So, how many different zappers have you used? and which ones?
For good practical information, read " parasite Zapping and the Zapper".