Hello Tino,
The Z-reports are not available yet.
Not sure whether they will every become available.
So, the dynamics ideas site that Andre mentioned is a good place to let MS know that we need this.
What I once did was creating an 'own' Z5 report in my case that was based on the Electronic Reporting framework.
You can do the same for Z4 but it might take you a while to completely design this electronic report.
Best regards,
Ludwig