I think zen. includes IP ranges used by ISPs which should not be sending email, thus your user is rejected. And if it isn't that, then their IP has been or is being used to send spam and got blacklisted.
So, keep zen, and ask the user to switch to 587 with full authentication (make sure the Submission tick box is ticked in the Plesk email settings section). Also consider disallowing any sending via port 25 - but maybe give your users some warning about that
