You might find this article helpful in your search for decent Zumba shoes. zumbawithsharon.com/2011/09/18/common-ques
I have seen women at my gym use split soled dance shoes in class. That might be an option you could look into, but do your homework first. Read about the pros and cons of wearing dance shoes in Zumba.
Do you know if you have a high or low arched foot ? That will determine what type of shoe you wear too. People with flat feet need one kind of support. People with high arches need another.