When deploying a connector within any infrastructure, one of the key functions required by a ZPA app connector is: DNS
Please do ensure that the DNS server used by the connector, is local to the connector. As in within the same logical of physical location where the connector is implemented.
You need to minimise the latency in the connector resolving either the namespace for internal apps or the Internet path.
Should the connector have a DNS server that is further away, that subsequent resolution is reliant on the DNS lookup being sent to and received from that DNS sever. So minimise to to best effect.