I think the card implies you play it during the move phase and roll the dice to move that zombie D6 spaces instead of its normal move. SO...I would say anytime in the move zombies phase whether it moves as first zombie, last zombie, or somewhere in between.
I agree. It's not just implied -- it specifically says it is played "instead of a normal move", so to me that means play it during your move phase.
The question I always have with Shamble is whether you choose your target zombie first and THEN roll the movement die, or if you are allowed to roll first and THEN choose which zombie is shambling.