Known limitation with non-hosted feature layers in Dashboards — the Zoom to action requires the layer to be hosted in AGOL or Enterprise to work natively. A common workaround is using a Data Expression to pull the geometry into a hosted layer context, or setting up a filter action that narrows the map extent instead of a direct zoom. The related thread about Data Expressions and Pan actions linked in that post is probably the most relevant starting point for your specific setup.
