I don’t know the details (obviously) of Zimmerman’s mental state, but it seems like he is panicking just as the big heat is going to come down from Uncle Sam.
The political show-trial and pressure from the Feds, as well as an even increased media-circus will soon be upon him, and sounds like Zimmerman is under mental duress and giving away the few advantages he has.
Losing one’s legal team, trying to handle one’s own PR, and disappearing (assuming all this is true) is not how one fights the all-mighty power of the Feds.
I think you are getting played.