The Falcon & Winter Soldier

[Kitten Champion]

Whether the Dora Milaje apply as superhumans or not, they aren't vigilantes. The Sokovia accords wouldn't apply to agents of a sovereign state acting on its behest. It would - were it to be widely known - be an international issue between the governments of Wakanda and Latvia, though Zemo is a mass-murdering fugitive and not a Latvian citizen so I doubt they'd press the issue much.

As to why send the Dora Milaje after Zemo, there is the obvious "because it's better for our television series" answer, but from an internal universe perspective there are two reasonable explanations I could give.

One, it was Bucky who broke him out and was overseeing Zemo. They - the Wakandans - clearly have a respectful relationship with him, sufficient to give him the degree of leeway that they did. Sending the one who personally knows him the best to parlay with him makes sense... and shows an abundance of restraint really.

Two, Zemo committed regicide. Probably the most heinous act committed by an outsider in their entire history. Sending your top agents - short of the reigning monarch himself - would seem like a reasonable reaction. This isn't a spying mission, nor is Wakanda maintaining the same level of secrecy it was pre-Black Panther. The only reason they delayed at all, was, as stated, their existing respect for Bucky.