Zu is a shortening of the name Zuta.
Zu is also a shortening of the name Zuzu.
Zu is not popular as a baby name for girls. It is not in the top 1000 names.
Baby names that sound like Zu include Zue, Zachee, Zay, Ze, Zee, Zoelle, Zoé (French), Zoi (English), Zoy, Zoye, Zwey, Zwi, Zwie, Zwy, Jacque (English), Joie (English), Xiao (Chinese), Zacae, Zacai, and Zaccae.
† approx English pronunciation for Zu: Z as in "zoo (Z.UW)" ; UW as in "two (T.UW)"