It all depends on the team. I'm not comparing them with Pros/con format, though. Zamazenta has far better stats, but its has good defenses only. Zacian-Crowned is much better than Zamazenta, since it is faster and a better sweeper getting same moves as Zamazenta, most notably Wild Charge, Swords Dance and Close Combat.
Marshadow is great, especially for stealing away stat boosts from your enemy. It all depends on the team; if you want it for stealing away boost from faster Pokemon like Zacian-Crowned, better run a Focus Sash and a good Rapid Spin/ Defogger on your team. So we may conclude that Marshadow is better than Zamazenta; most notably for its signature move, Spectral Thief.