Thanks for the questions, Martin! Here are the answers.
In order for a Zimby to become Combat Locked it either has to attack OR be attacked? I think the answer is yes.
Yes. If a zimby attacks or is attacked physically (i.e., combat rolls are required) it will be come combat locked.
If a Zimby is attacked it is not Combat Locked?
If a zimby is attacked physically (that is, combat rolls are required), it becomes combat locked. If it is attacked via a Witchery (e.g., it is targeted by a Witchery spell), it will not become combat locked because there was no combat.
In order for a Zimby to attack it has to move (or spend Mojo to move)?
In order for a Zimby to attack phsically it must be in an edge-edge adjacent tile to its target. It may move there and then attack, or it may just be sitting there calmly minding its own business and when its turn rolls around it finds a creature on an adjacent tile to attack.
Hope these answers help. Please let me know of I've misinterpreted something.