Preference. Generally, after you finish with Z5, you can use layers of Z2 on top of that. You're actually supposed to do that; they say that you're supposed to finish the layering with Z2.
As far as waxes, well, you can top it with anything if you really wanted to - P21S, Souveran, whatever. Just make sure that it's a "pure" wax and not a cleaner wax which would degrade your Zaino layers.