Relationship between Zener voltage and current?
The zener voltage rating is right at the top edge of your graph (the 20mA point). If you look on page 2 of the data sheeet it tells you the test current. So, looking at your graph and ignoring the black line at the very left (because they don't seem to be specifying a zener voltage at that rating!), the 2nd trace is the 3V3 zener, 3rd trace is 3.6V, 4th is 3V9 etc..

Zener diodes are notoriously slack in their operating knee at low voltage ratings and this improves a lot when the voltage rises above 5V.

For the 4.7V zener you fed with 10mA, the voltage is about right and if you looked at the graph this confirms that. However, there is a discrepancy when testing at 0.45mA but this could easily be due to the model used not being a perfect representation of the data sheet. It looks like 0.45mA would produce about 3V8 according to the data sheet.

Stick to the data sheet for most things but be prepared to do real tests on a batch if operating points significantly below test currents are required. It's nice if the simulator agrees but at this level of detail it doesn't surprise or worry me.