What VZ means in schematic?
The leads of VZ1 component are directly connected to mains.


Therefore in this context, the component which makes most sense is the varistor (often a Metal Oxide Varistor or MOV). [A normal Zener Diode, for which a designer might also use the VZ component designator, would not be connected across the mains.]

Varistors are often used to suppress high-voltage transients and are directly connected across a device's mains supply input in that case.