Install this plugin if you want Zillow tracking your clients. I looked at the source code and IMHO opinion determined it's probably not a good idea to share your client's browsing experience with Zillow, no matter how they try to legitimize the reason. Support is horrible, if you can get it working. Had trouble with NGINX rewrites but soon fixed those for all of WordPress, this plugin still reported Permalinks were broken even after we fixed them. This is probably do to the issue @billsmithem pointed to.
This product is a waste of time, money and effort.