Another problem with zsync's look-inside method is that the end result is the uncompressed data. This is a drawback because many applications require an exact download of the .gz file — for instance, the FreeBSD ports system contains MD5 checksums of every upstream .tar.gz, and will reject downloads if the checksum does not match. One could argue that this is a mistake in the design of the system, and it is the content that should be checksummed (so it would then accept semantically equivalent compressed files) — but since nothing except rsync and zsync are likely to want to transfer a different .gz from the original, it is understandable why this is not allowed for.
However, we can observe that, in practice, it is quite possible to recreate the .gz file — provided the file is compressed with the same options to gzip, and the gzip header is reproduced. Clearly this is not guaranteed to work — any system's gzip program could choose to compress a file slightly differently — but, in practice, most Linux and FreeBSD systems at least are using an identical version of gzip, and so they can reproduce a .gz file by just compressing with the same options.
The main obstacle here is determining what those options are. There is no field in the gzip format for storing the compression level selected at compression time. But it is possible to decompress the file and then recompress it with a variety of options, until a set of options is found that produces a file identical to the original. Fortunately, it seems that gzip with different options produces files that normally differ within the first few hundred bytes of output, so it seems sufficient to check just a small leading segment of the file. And almost all gzip files are either compressed with the defaults, or with gzip --best, so there are few combinations to try.