I'm not much for zombies, but one of the best collections of short stories, regardless of genre, i've read was called Mondo Zombie. I'm surprised its relatively cheap via amazon(though I encourage you to buy it from anywhere, but amazon or other similar book websites owned by amazon), used to be a lot more. Anyway, the stories are amazing. My favorite one combined a zombie rising, a visit from a...wise man/spiritual leader, and time traveling back and forth, the story changing as the things in the time stream change. Back and forth. Its amazing.
Anyway, you can read the intro for the His Pain(novella) here:
https://www.goodreads.com/book/show/....His_Pain?ac=1