So a quick check of the amavisd script at /opt/zimbra/amavisd/sbin/amavisd seemed to suggest that by default all rules are looked for at /etc/mail/spamassassin and /usr/local/share/spamassassin:
To verify, I symlinked /opt/zimbra/conf/spamassassin to /etc/mail/spamassassin and reran zmtrainsa for a user who badly needs to train spam. Lo and behold it worked and processed his entire Junk folder. I am not quite sure at this point about the exact differences between DEF_RULES and LOCAL_RULES but at least this gets things rolling. We'll need a word from Zimbra about how they point amavisd to the proper rules and whether it is the amavisd script that needs an adjustment or one of their scripts that calls amavisd with specific settings, which may or may not include a path for site rules.
# DEF_RULES_DIR => '/usr/local/share/spamassassin',
# LOCAL_RULES_DIR => '/etc/mail/spamassassin',
Hopefully others can report their findings.