GTM don't track zf_* events

Hello.
I followed the guide to set up GTM tracking of Zoho Forms.
We've set up settings in Zoho Forms, set up trigger in GTM, set up GA variable in GTM and tag in GTM.
The form is embedded to the site and have different domains.
Form link
Site link
When I try debbuging of the Zoho Forms I see zf_* events passed (screen)

But I didn't see any zf_* events when I try debbuging main site in GTM (screen)

Could you please help to understand what we need to set up to track data from Zoho Form from main site via GTM?