Yeah it's normal to feel that way. Part of the consequences of living in a society where it's discriminated against and frowned upon. Even people that watch it or are curious will usually deny and feign disgust in real life. I guarantee you someone looking at a zoo video is not as rare as it seems. Curiosity around it is fairly common, but majority of people are unwilling to admit for fear of being made an outcast, so it might feel like you're more alone and "fucked up" than you really are, it's an illusion in some ways.
so the feeling of shame is totally normal; but it's also important that you grow past it. You shouldn't
actually feel shame, because you're not really doing anything wrong. At least I hope you're not, If you're out there raping frogs or something, you should stop, that's mean

. But as long as you're not hurting anything, there's no reason to feel shame.
Shame, like all of the "negative" emotions is important to have and it exists to teach us and protect us. The issue is that it's misplaced in this situation. You feel shame because you don't want to hurt your friends and family and your community at large by doing something deemed immoral. This is great for preventing things like theft and other acts with a victim. The problem is that you have no
guilt because you have no intention of harming or damaging anything, but society places an arbitrary discrimination on something you enjoy, causing the
shame.
You should come to the understanding that you don't actually feel shame for being a zoo; you feel shame for "betraying" society, or failing to live to society's expectations. Once you realize, understand, and fully integrate that, you'll be able to move past it and grow. The process of individuation involves realizing you must overcome some of the constrains set by society. From a social aspect, a population of individual people is not a good thing, so society institutes common beliefs and actions. A million ants all of the same nature works in much greater harmony. Your task through life is to discover who you are and grow into the person you're supposed to be; generally in a harmonious way with your society. In the case of your sexuality you've hit a hard contradiction and it's manifesting as shame; you must choose to either kill that desire, or to cast away the shame and embrace your Self.
It's not an easy thing to do, but being true to yourself is the best thing you can do. I can't really give much advice because every person has their own journey. Only thing I can say, is that when you think about animals or being a zoo, concentrate on it feeling pleasurable and happy. I don't just mean in a sexual way. Focus on the love being shown and expressed, think of it more in terms of pleasure and happiness of the soul rather than the body. Right now it makes you physically feel good, but your psyche is torn and feels bad. Allow yourself to fully appreciate what you are doing and Focus on the "higher" feelings, they will replace the shame.