Anyone who has spent any time at all looking at Norman or Romanesque architecture will be familiar with zigzag decoration of doorway and window surrounds, of vaulting ribs and, on occasion of pillars. More than any other leitmotif of the style it is emblematic of the Romanesque.
An article in New Lines Magazine offers an interesting explanation of its origins. I would want to check the dates of construction of the buildings mentioned to be sure, and their possible relationship each to the other, but it offers an hypothesis that seems reasonable and worth reflecting upon. The illustrated article can be read at A New Theory: European Cathedrals Show Traces of Ancient Egypt
Artistic ideas could travel quickly in the past - as fast as the fastest horseman or ship could carry a man with an idea or a sketchbook and a client awaiting him.
Norman Sicily was linked to its origins in Normandy and other areas ruled by Normans. People went back and forth and maintained contact. It was also a vital trading centre and major point of contact with Byzantium and the Near East not only for the Crusades but also for trade and for learning across a wide range of matters. If you have not read them I cannot recommend highly enough John Julius Norwich’s The Normans in the South and The Kingdom in the Sun as an introduction and cultural companion.
If the zigzag motif was seen as a stylised depiction of flowing water then it could well have been adopted in a Christian context to symbolise the living water associated with the Temple in Ezekiel 47, with the living water of the Gospel in John 4, and with the waters of baptism. It might also suggest water as the interface between the heavenly and earthly realms.
Further proof might lie in resolving how zigzag carving was painted, as it must often have been. If we had or knew of instances where it was blue and white then the case is reinforced. The blue and white lozenges on the arms of the Wittelsbach family are said to represent flowing water, so similarly in a stylised form could zigzag.
It could also be seen as a means of rendering in stone the wavy blue borders one sees in some twelfth century illuminations, which again appear to be signs of Divine illumination or grace.