Oblivion Orb
Zaahen heals a lot, so Oblivion Orb is a fine option. Bramble probably works too if you're against 5 AD but I think typically Orb is just better.
Swiftness Boots
Swifties is great for engage and more importantly disengage. You don't wanna fight Zaahen for too long, so it's nice to make sure you're fast enough to get out!
Warmog's Armor
Haven't tried it myself, but I imagine Warmog's would be a nice 1st item here considering you'll be disengaging a lot. Heartsteel is probably perfectly fine too!