Zen subtheme region templates not being used?
A few things to check on that might be causing your error:


Is the footer region populated with a box or content? If no, the region won't show.
Have you edited the region--footer.tpl.php of the main Zen theme or your subtheme? Editing the wrong one won't show the result.
Is the footer properly actived (not commented) in your subthemes's .info file? (regions[footer] = Footer)