If you're hosting from the skirmish menu, I have a guess as to what might be happening. That's handled through Steam's peer-to-peer connection, isn't it?
If the game isn't lagging because of hitting the limits of your CPU, and you have a reliable connection to your friend in other games, you might be able to tweak ZK's netcode for a better experience. The netcode for hosting games for friends got some new defaults recently. It's possible to see what these are set to in your 'springsettings.cfg' file.
There's probably an entry in there saying
NetworkLossFactor = 2If you and your friend don't experience connection issues in games other than ZK, you could try setting that to
1 or
0.
You probably have to change the value in 'IGL_data.lua' in your /LuaMenu/Config as seen
in this threadHigher values appear to resend more information about the game state as a precautionary measure for bad connections. Maybe reducing this would free up some connection bandwidth and help your late game "catching up" issue, as long as your connection is stable enough to not require these extra packets to be sent.