If you need to debug your configuration it is pretty save to just send the name of the current file to stdout, e.g. by adding a echo to the beginning of each file. You can even do this conditionally, for example by adding export CONFIGDEBUG=true to /etc/zshenv if you're root on this machine, or to ~/.zshenv. And then you add something like [[ -n $CONFIGDEBUG ]]&& echo "Reading:<filename>" to each file. This way, you see what's happening and it's still easy to disable the output.
This seems to be a nice and easy solution, thanks ! Peter