The 1946 Aircraft Guide PDF lists a 109Z but does not list the He-111Z "Zwelling" at all.

Honest, I only remember the 109 twin referred to as the 109Z in old WTF-posts about missing planes while having that abomination. Was it ever used in combat?

It was never named Zwelling or Zwilling or anything like that in game before, even if the letter 'Z' means it in general.