I have the same issue. Sometimes ZScaler works pretty well and let me pick the account from an option dialog (I have two accounts connected to my Windows 10 laptop - one which I use to log in the laptop and another one I must use in ZScaler – my customer site account).
But sometimes the ZScaler didn’t let me choose the account and I got stucked with that error about the wrong tenant id. I still didn’t understand what I can do to handle this problem in an effective way. Logout and login again in the Win10 makes no difference most of times. But sometimes helps. I already did a repair in the installation as well, the same.
I think its a bug in ZScaler. It should always show us the two accounts to pick. Another weird behaviour is the very first screen ask the email account, makes no difference in this process but should, since in that very first screen we already tell to ZScaler the proper email to use. No sense to keep stucked in use other than that we inform to.
I waste many hours of my work today stucked in this problem. In my case, my laptop didn’t accept local accounts, only company managed accounts so, no workaround on this for me. I was just log out and re-login again over and over until ZScaler decides to work as expected. It’s frustrating.