What filters are you using with them? I've listened to a lot of options, and I think the LZ-A4 sits at the top sonically under $200 (issues with fit are another thing). The next "upgrade" would be the FLC8S, but even then, it's more of a different sound signature as opposed to a direct upgrade.
Whether you believe in burn in or not, I'd recommend you at least let them burn in for 20 hours. I wasn't a fan of the stock tips, and much prefer spiral dots. If you want the LZ-A4 to wow you, slap on red back and black front filter
With that being said, the ZS6 is a phenomenal IEM. If you're looking to be wowed, perhaps your source is the weakest link.
Edit: Just saw your above post. Let them burn in a bit, the LZ-A4 is sporting a dynamic driver. Do you use an amp or DAP? You can upgrade to $1,000 IEMs, but if you're streaming YouTube out of your phone, the music will still sound cheap.