Not egregiously non-historical, just a bit non-historical.
It would probably be more historical to simply use the Zulus as they come, and say they are part of the large Ngoni family of peoples (who migrated from southern Africa into the Great Lakes and East Africa region, bringing many of the martial customs and fashions of the Zulu with them, including the famous Zulu-syle shield) or some of their many imitators. Interesting that they did so much to spread the Zulu style across Africa, when their reason for doing so was to get away from the bloody Zulus. Even back then everyone thought that Zulus were cool, and everyone and his dog copied the style.
They might not exactly resemble Ngoni in every detail, but they'd be more historical than Zulus with grass skirts and masks. If you're dead set on the masks and grass skirts I'd dump the Zulu shields and come up with something else shield-wise. Not sure how historical the old masks-with-grass-skirts as war gear is in the first place, but that's another discussion.
But if you want to do it, I'd go for it. They're your figures.