They both refer to the same thing. "Z-Move" Marshadow is Marshadow using it's Z-Move. Zenith Marshadow is also Marshadow using it's Z-Move.
Yes, technically Zenith Marshadow is more correct, but Z-Move Marshadow isn't INcorrect.
If I call Sherlock Holmes a detective instead of Sherlock Holmes, I'm not wrong, I just could be more right.