The irony (if you can call it that) s that one version of the story is that Iraqi police were the first on the scene; so it's entirely possible Zarqawi was getting a good old-fashioned beatdown from them (many are Shia).
Myths surround major killings of criminals. From John Dillinger to Bonnie & Clyde on down. Zarq is the same. Amplified by the fact that Muslims are not sober when it comes to spreading and accepting rumors and myths. It's wild over there