On Zscaler Cloud Platform's Privacy Page you can request and collect all the privacy and GDPR related information that Zscaler Cloud Platform is providing.
The privacy policy by is a legal document or statement that discloses how Zscaler Cloud Platform gathers, uses, discloses, and manges their customers' data.
The basis for Zscaler sharing, adding, uploading, hosting, accessing or sending personal data out of Europe. Vendors can also add a description of their own impact assessment for data transfers.