You can give this a shot and see if it helps:
That will give you a way to work inside the zip file without having to extract it. But you'll need to test if check-in/out works well with it, I'm guess that will give you heartburn.
I don't have a solution, just a suggestion. if you want to keep using PDM for these files, stop using ZIPs. Extract the files to the vault, then use the versioning tools in PDM to track the changes.