Blade dancer 3 is nice, bare min on hideout is 2 (max 4), infamy 3 allows you to take more hits from certain champs after haven/blast shields.

Guillo or Yomi, depends on enemy comp.

Malice is not a throw btw, if you don't want to invest so much in malice u can run dragon oil 2 instead (watch pro player Alex's zhin if you want to see the build in action)

Again, blade dancer, hideout, and infamy values are preferences. In fact, Zhin's entire build is all up to preference. Run whatever you want honestly. Just avoid smolder and try to avoid infinite counter because of server lag. You can reliably run it vs a Raum however.

You typically don't run Footwork in these spam loadouts because you're playing more passive and the movement speed isn't as enabling. You still have a burst mobility option in whirl.