How to protect the circuit from Ethernet ESD, overvoltage, etc
For fast transients and ESD protection, zener will not be a proper solution.
As you mentioned, how fast signal is a problem also.
Transient suppression diodes (TVS) and ESD diodes could be used as such protections.
In such fast data lines, low capacitance diodes must be selected.
Many producers has their own manuals for specific application areas like gigabit ethernet, video interfaces etc.
https://www.littelfuse.com/technical-resources_old/application-designs/circuits/ethernet-esd-protection.aspx