I just pronounce them as I should do in my native language.
ZSH: zé-es-há /zeːɛʃhaː/
SSH: es-es-há /ɛʃɛʃhaː/
sudo: sudó /ʃudoː/ (with ʃ(sh) and long o at the end - this is a rule in my language, every o at the end of a word must be long, with two exceptions)
I say them like this (in my head) even if I read english text.