How does the Zoom ADC exactly zoom in (Practically)?
The way that diagram indicates it works it that the SAR gets the rough value +/- 1 bit of the coarse value, then subtracts that from the signal to create a remainder. That is then fed to the  Delta Sigma whose range spans just 2 bits worth of the coarse range, and adds the remaining less significant bits to the total result. The zoom I think is the implication that the second ADC has a much smaller span than the first.
   Practically, it might be done by adjusting the upper and lower limits of the second ADC rather than the subtraction, but the end result would be the same. The issue with this arrangement is that the coarse ADC needs linearity far better than its resolution would demand alone for the additional bits of the second ADC to have any precision.