Господа! Пишите правильно: не Zenaida, а Zinaida (Зинаида)
Lord! Write correctly: not Zеnaida, and Zinaida (Зинаида)
I have seen it spelled both ways, and by some very knowledgeable people. The French spelling is "Zénaïde;" I'm guessing that may be the reason for the "Zenaida" spelling.
You are correct Dru. The majority of non Russian text books use the French spelling of Zénaïde, which has gradually become Zenaida, have even seen a few 'Zinaide'. While the correct spelling is Zinaida, I think the variations in pronunciation cannot be helped. It's the same with the variations of Yusupov (Yussupov, Yossopov, Iusupov, Youssoupov, Youssoupoff).