I did install and try this. Following the docs though, with bash or zsh, I run into an issue when doing the following.

Wait: Used with a detached run task to track its status. Multiple sessions can be provided.

  Examples:
    zmx run -d dev sleep 10
    zmx wait dev
    zmx wait dev other

zmx run -d dev sleep 10 session "-d" created leep 10; echo ZMX_TASK_COMPLETED:$? -bash: dev: command not found ZMX_TASK_COMPLETED:127 mbp:~ ekool$ %

and then I have a zmx session named -d

zmx list name=-d pid=61192 clients=0 created=1785194687 start_dir=/Users/username ended=1785194687 exit_code=127 name=dev pid=60810 clients=0 created=1785194401 start_dir=/Users/username

zmx history -d

The default interactive shell is now zsh. To update your account to use zsh, please run `chsh -s /bin/zsh`. For more details, please visit https://support.apple.com/kb/HT208050. mbp:~ username$ dev sleep 10; echo ZMX_TASK_COMPLETED:$? -bash: dev: command not found ZMX_TASK_COMPLETED:127 mbp:~ username$%

Also, CTRL+\ detaches, the docs say you need to do CTRL+\\ but that's not the case, at least on my machine.