Gayle,
In this part of Canada, the Special Assembly Day replaces one of the two Circuit Assemblies so the SAD is either Saturday or Sunday with the other 1/2 of the circuit on the opposite day. The SAD as an Assembly for the circuit, is held at the Assembly Hall. Many JWs here, instead of calling it a SAD, refer to attending either their one or two day assembly even though most everything that is a departure from the regular JW routine is referred to as 'Special'.
It's been so long since we attended a SAD that neither of us can recall if there was a Baptism held or not.
I don't know anything about Zone meetings as we don't recall ever attending or hearing of one. I think that maybe something for the 'Princes' (Elders) as there seems to be 'Special' indoctrination meetings specifically for them.
Recently, we have been made aware that there have been a few extra meetings held for only individual select members that were specifically invited, perhaps for those that may have recently been on the Pioneer list or attained some other status. Maybe these extra meetings are considered Zone meetings, I do not know. I do know that many of those invited feel that they have 'Special' status over those not invited and consider they are being provided with privileged information that shouldn't be shared with anyone not invited. So much for the entire brotherhood being all equal before Christ.