How can I replace a two way switch with a ZW4001 Z Wave enabled light switch?
Your switch requires a dedicated neutral so that the switches internal electronics can operate independently of the fixture it is connected to.

Your configuration is such that the line (source of power) comes into the ceiling box first instead of where the switch is located.

In order for this to work with the line still coming into the ceiling, there would have to be a third conductor; when the switch was installed, it needed to use 14/3 instead of 14/2 (usually you see this for a 3-way switch).

Your options to fix this is to either run a new 14/3 cable between the switch and fixture, or change the configuration of your circuit so that a line comes into the switch.  The complexity of this depends on the distance and cable route between the two.