Yes, it must have been a shock for Zhirinovsky that gave Ocalan shelter in 1998 when Primakov ordered Ocalan out of the country. It was a shock as earlier P had worked with the establishment of PKK, but now he was the Prime Minister and could not continue with that policy. Z felt betrayed.
You got it right. ZakVO was a Russian acronym of the Tbilisi-based Georgian branch of the Soviet military. NATO called it Transcaucasus Military District.