I have a Pzkfw IV H with zimm in the mail. On the actual tank does the armor shields around the turret have zimm or are they without zimm? What about the shields hanging on the hull sides? I saw some aftermarket shields and it comes both ways on the same set of PE.

It varies. Your best bet is to select a photograph of the unit, model and period you want to depict and work from that.

The turret schurzen normally had zimmerit applied at the factory. The hull schurzen only had factory zimmerit applied early on. It was dropped about a month after it was introduced. Panzer Tracts 4-3 discusses this situation.