I tried both app-shells/zsh-4.3.9 (current stable version) and app-shells/zsh-4.3.10. Both contain this broken links to FAQ: http://www.zsh.org/FAQ/ Here is a link that seems to be correct: http://zsh.sourceforge.net/FAQ/ The broken link can be found here: file:///usr/share/doc/zsh-4.3.10/html/Introduction.html#The-Zsh-FAQ info:/zsh/The Zsh FAQ
Looks to me like it's upstreams fault. Please contact them and tell them to fix the paths in the docs that come with zsh - we just install them and probably won't include a patch to fix zsh docs.