I believe that the last soldier killed at Palmito Ranch in May 1865 near Brownsville, Texas was a lad in the 34th Indiana, John J. Williams, a Zouave unit.
By that stage of the war, and that locale, I think that the uniform was strictly U.S. issue with the exception of the short jacket with the elaborate knot work on the front and the piping.
As far as the Galveston Zouaves go, my limited understanding has it that they were something of a Zouave unit in terms of uniform. Of course, there was often so much variation among Zouaves... Some like those in New York, Pennsylvania, or even Louisiana went full tilt with the baggy Berber pantaloons, French-style spats or gaiters, the sash, the short jacket and vest, the tassled chechia or fez, even a turban, etc.
Others had kepis, regular trousers, etc. There are those odd tricorn and "Edmand's hats" from Massachusetts used by one or another Ohio Zouave outfit... The 34th? Or at least a few companies.
As for why baggy MC Hammer pants, tassled caps, shaved heads, ferocious moustaches and Arabo-Berber stuff was viewed as the ultimate in baddonkeyery? Colonial fashion... The idea of light infantry, fleet of foot, swift of march, and kitted out in all kinds of exotica. I'll never understand how or why the shapeless "failed souflé" European flat-cap became first the Highlanders tam-o-shanter/Balmoral, then a knitted forage cap with a toorie on top, and then a huge shapeless thing for the Carlists in Spain (with a tassel!), and for the French Chasseurs... Only to be adopted as the standard hat of literally every army?! In the modern German army the beret is some kind of color denoting the branch of service... And then there are all the conventions of color in the U.S.? Red for paratroopers, green for special forces, black--no! wait! tan!--for rangers, black for armored--no! wait! wrong army!--black for literally all infantry, sky blue for UN deployments, purple for the IDF Givati brigade, and so on ad nauseum.
Interestingly, the service cap of the Italian/Sardinian Bersaglieri remains the tassled Zouave hat as a unit distinction bestowed on them during the Crimean War... Although the cockerel plumes persist on the other hats...and helmets...etc.