An official of the Soweto club confirmed that the 50-year-old had left South Africa suddenly to "attend a family emergency and would be back soon".
Pirates outclassed arch rivals Kaizer Chiefs 3-0 in the first leg of the MTN 8 knockout competition semi-final to cheer Zinnbauer after a sluggish start to the season last month.
Here, AFP Sport rounds up football news from Africa.
Rarely in 170 Soweto derbies since the first 50 years ago has there been such a one-sided match with Pirates outplaying Chiefs behind closed doors due to the coronavirus pandemic.
After glaring early misses by both sides, Zakhele Lepasa found himself unmarked inside the box and he headed past Nigeria goalkeeper Daniel Akpeyi to give the Buccaneers a half-time lead.
Swift penalty-area movement from Vincent Pule gave him the space to fire Pirates further ahead and Thembinkosi Lorch raced through to complete the rout ahead of the return match next Sunday.
Kenya defender Brian Onyango has joined South African giants and 2016 CAF Champions League winners Mamelodi Sundowns on a three-year contract.
Sundowns will be third club of the 26-year-old in the republic after Santos and Maritzburg United and the signing comes soon after he helped Kenya defeat Zambia 2-1 in an Africa Cup of Nations warm-up.
Another Kenyan on the books of a South African Premiership club is midfielder Anthony Akumu, who joined Kaizer Chiefs from Zambian club Zesco United.
Nigeria midfielder John Ogu has apologised for urging the national team to boycott two Cup of Nations qualifiers against Sierra Leone this month amid nationwide protests against police brutality.
"My boycott comments were made in the heat of the moment from a place of pain, frustration and anger at the shooting of harmless, flag carrying and national anthem-singing Nigerians," he said.
Saudi Arabia-based Ogu helped the Super Eagles finish third behind Algeria and Senegal at the 2019 Cup of Nations in Egypt.
Champions Al Ahly completed their Egyptian Premier League season with a 3-0 victory over mid-table El Gaish in Cairo.
Goals from 35-year-old Walid Soliman, Angolan Geraldo and Mahmoud Kahraba had the 42-time Egyptian title winners in control after just 37 minutes.
Veteran defender Ahmed Fathy played his last match for the Cairo Red Devils before moving to Pyramids, who finished third behind Ahly and Zamalek after drawing 2-2 with Al Mokawloon Al Arab.
Former Ghana captain and star forward Asamoah Gyan has joined local top-flight club Legon Cities on a one-year contract reportedly worth $250,000 (215,000 euros).
The 34-year-old record scorer for the national team with 51 goals had been a free agent since January having been released by Indian Super League club North East United.
Gyan left Ghana 17 years ago and played for clubs in Italy, France, England, the United Arab Emirates, China, Turkey and India before returning to west Africa.
Argentine coach Miguel Gamondi and his Senegalase assistant, Moussa N'Daw, have been sacked by Wydad Casablanca after a humiliating semi-finals exit from the CAF Champions League last month.
Twice African champions Wydad fell 2-0 at home and 3-1 away to Al Ahly of Egypt soon after finishing one point behind fierce rivals Raja Casablanca in the Moroccan title race.
Wydad reportedly want Moroccan Walid Regragui, recently freed by Qatari outfit Al Duhail, to succeed Gamondi.
Defending champions Nkana made a disappointing start to the new Zambian Premier League campaign as they fell 2-0 to Forest Rangers, the club they pipped for the title last season.
Ghanaian Adams Zikiru and Webster Muzaza scored for Rangers, who will compete in the 2021 CAF ChampionsÂ League from this month with Nkana.
Better news for Nkana was that FIFA have lifted a transfers ban on the club after they compensated Ghanaian goalkeeper Stephen Adams, whose contract had been illegally terminated.
Standout matches today