How to deactivate the ZTE Connect Manager for Mac?
It turns out that the program is managed by launchd. Further, it is configured to keep itself running at all times. Thus, you must remove it from the launchd configuration. Open Terminal and run the following command:

$ launchctl remove cn.com.zte.zConnectManager.plist


This will keep the program from reactivating itself. Note the behavior in the following conditions:


After plugging in the modem, the program no longer automatically connects. You must open it (search on "4G LTE"). I have to open it twice for some reason.
When you close the program, it secretly remains running. You must open Activity Monitor, search on 'Connect Manager', and then select it and select the Quit button (octagon with an 'X'), then select 'Quit'. After this, it will not reactivate until you restart it.
When you unplug the modem the program will close its window and you must deactivate it in the same way as above.


==UPDATE==

I've found that I must periodically run the following:

$ launchctl remove cn.com.zte.zLogging.plist
$ launchctl remove cn.com.zte.zConnectManager.plist
$ launchctl remove cn.com.zte.usbswapper.plist


Run the following to see what cn.com.zte stuff is in launchctl:

$ launchctl list | grep cn.com.zte


If the command returns nothing, then you should be okay, though the ZTE programs may figure out a way to reinsert themselves into launchctl. Given the difficulty of removing the software and it's tenacity in remaining installed during attempts to remove it, I consider that it may be malware.