This is a widely disseminated LIE. The 911 transcript clearly shows Zimmerman was given no order, no warning. Answering affirmatively that he was following, he was only told this: "Ok. We don't need you to do that.
That is no order. That is no warning. There is nothing to obey. That is not even a request not to follow.
It was a miss-communication by the dispatcher. She had told him to keep an eye and he did.
When she said you don't need to do that. I thought she was saying, you don't need to get out in the rain and cold as a response to his comment about the weather. It didn't occur to me to be anything else until the media got involved.