Re: Z in urdu
well... the only formal Urdu course that I've taken... the historical accounts trace the language tree as: Avestan -> Pahlavi -> Dari -> Urdu - and hence putting Urdu in the Persian branch of tongues.
That being said, it was Mahmud of Ghazni and his invading army (lashkar) spoke the earlier dialect of the language and it was then that it got synthesized with sanskrit through interactions with the civilians in India.
So there's no denying the sanskrit influence.