Don't mean to bump this post to the top. Just an update. I tried this cheap USB adapter. This adapter works with the Zero W and devmon. Identified as "Other World Computing SATA External USB adapter PA023U3". Update: It does work with Zero 2W, but requires a powered USB hub.
Hardware: RPi Zero W | Allo Kali | ProtoDAC TDA1387 X8 | PGA2311 | Icepower 500ASP | Harbeth SHL5
Software: Moode 8.3.3
Source: Win 10 NAS
Software: Moode 8.3.3
Source: Win 10 NAS