A bit of googling suggests that Sir S Z lived in Burnham Thorpe, Norfolk. Upon being elevated to the peerage he took the title of 'Baron Zuckerman of Burnham Thorpe' and this obit refers to Christmases at The Shooting Box in that town:
http://www.independent.co.uk/news/people/obituary-lord-zuckerman-1452840.html
So it's possible that he added the weathervane to that property (or to one of its outhouses), although I can't see it in this photo:
http://shellhouse-talks.com/SH-Images/ShellHouses/New-Dec-2016/Shooting-Box/Shooting-Box-1-600.jpg
Perhaps a letter to 'The Occupier' at that address might yield some information?
(The Shooting Box, Creake Road, Burnham Thorpe, King's Lynn, Norfolk, PE31 8HW)
Otherwise getting hold of a copy of Sir S Z's will might yield some information as to what happened to his possessions:
https://www.gov.uk/search-will-probate
However you have to accept that the weathervane might have simply ended up as a lot in a local house clearance sale, with the buyer being unaware of who made it.