English Z sounds like zed not zee.
Yes, this one really annoys me... zeeeeeee... think the Americans just made it up so it would make the "alphabet-song" rhyme...
A B C D E F Gee
H I J K, L M N O Pee
Q R S, T V U Vee
W X, Y and......... Zed
The English word "zed" comes from the original french word for the letter "zède" which in turn is from the Latin "zeta"... the word ultimately comes from Greek (Z, ?)"zeta".
It is commonly accepted that the Greek zeta is derived from the Phonecians letter "zayin" (meaning "sword") which looked somewhat like a capital " I " with bars at the top and bottom.