I know some pundits recommend taking calcium and magnesium together. I don't for the sole reason that some calcium magnesium complexes (notably dolomite) are exceeding slow to dissolve...that's what the Dolomite Alps are made of and the Alps DON'T dissolve in the rain
They could conceivably bind in the stomach and most calcium supplements, even alone, are very poorly dissolved.
In general, I'm not fond of calcium supplements because I really don' think there's much of a tie in with bone preservation; it only SOUNDS like there should be so everybody jumped on the bandwagon with calcium supplentation. (I get plenty in my TOFU.)
In any case, I take my Magnesium without any other minerals but I'm sure zinc won't be a problem (especially as the most common chelate, the gluconate)