They didn't get the settings for their PID controller quite right. Too much overshoot, not enough dampening.
The Iranians pride themselves on building a lot of their own stuff. This is possibly an indication of their quality of work at the time.
Even our stuff sometimes tracks a little screwy.
Look at the flight paths of some of these Iron Dome interceptor tracks.
ZigZagging is something that occasionally happens when you are trying to intercept a flying object especially as the missile gets closer to it's target and has to correct faster.
If the Iranians were going to cross the Atlantic to commit terror why didn’t they shoot warheads into Manhattan? It would have been easier and more terrifying than shooting down an aircraft at 13,000 feet, especially with their crude PID controllers. It also would have been more difficult for Clinton to coverup.
Iron Dome didn’t exist in 1996, is Israeli, and is designed to shoot down small fast moving rockets. TWA800 would have been an easy target for a large military missile, no zigzagging or arcing required.