If an effect states that a land enters tapped unless a condition is met, Zhao, the Moon Slayer's second ability has it enter tapped even if that condition is true. For example, you may control a basic land while playing Abandoned Air Temple, but Abandoned Air Temple will still enter tapped.

While Zhao has a conqueror counter on him, if a nonbasic land has an ability that triggers "when" it enters, it will lose that ability before it can trigger. Nonbasic lands will lose any other land types and abilities they had. They will have the land type Mountain and the intrinsic ability ": Add ." This effect doesn't affect names or supertypes. It won't turn any land into a basic land or remove the legendary supertype from a legendary land, and the lands won't be named "Mountain."