Most likely borrowed from German so. Alternatively, inherited from Middle High German sō, although that would have more likely ended in זוי (zoy).
זאָ • (zo)
- (Daytshmerish) Alternative form of אַזוי (azoy)
- Justus van de Kamp et al., “זאָ” in Jiddisch-Nederlands Woordenboek [Yiddish-Dutch Dictionary], Amsterdam: Stichting Jiddische Lexicografie, 1987-present (ongoing). [1].