The header that is inserted in the email is done by spamassassin, not by zimbra. You can search for Spamassassin documentation on that.
I happened across another thread after my last post that you need to remember if you change your header, as opposed to simply adding another custom header to what's already there. If I correctly understand the thread (insiders can correct me), the X-Spam-Flag header is what Zimbra uses to determine if you're looking at spam that is going to the Junk folder or not.
So, if you change your spam header, you have to let Zimbra know that it's different or it won't know how to handle the spam messages
At the command line as the zimbra user, type
and you'll see the X-SPAM header that you're already getting. zmprov mcf would then allow you to change those options to match your new headers (but I'd recommend backing up your /opt/zimbra/conf/spamassassin folder first in case you blow something up)
zmprov gacf | grep zimbraSpamHeader