However, you can always get the album "Akogi na Futari Tabi Daze" from Kageyama Hironobu & Masaaki Endoh where there’s a track called "ZORRO", which is the acoustic-live version of that anime’s opening (the original TV version was sung by Masaaki Endoh).
International versions of that opening and closing are both instrumental and they can be found on the web (they were ripped from TV, VHS and DVDs).
There are a lot of great works we will never see released like "Jungle Book: Shounen Mowgli" and "Cinderella Monogatari". "Kaiketsu Zorro" is just one more forgotten. Not being enough popular in Japan may be the cause…. it’s the fate of co-produced animes aimed to occidental public.