Originally Posted by
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.