That doesn't work, if you do that it will mark DeepSeek's models with a warning symbol along with the error "paid model training violation".
In a sense, it's working as intended. If you set zdr to true, you currently can't use DeepSeek v4. However, once other providers offer it (it is an open model, after all), some may allow zdr.
In those cases, OpenRouter just chooses providers that agree not to train / offer ZDR. Which sometimes means you start off without access to the model until some other providers start offering it.