No, Sir, their anatomies are not
completely different.
It is true that their digestive system pushes a bit forward into de rib cage, most probably because the large amount of intake they need to make up for its poor content in nutritional essentials requires a large gastrointestinal tract; and it is true that its heart is lower and more to the front that that of deer, moose, goat, sheep, etc. but that is all.
Just bear that in mind and avoid hits in the last ribs, specially in quartering away shots which in my opinion should be avoided with any caliber, and you will be fine.
Heart and lungs are not shielded by any heavy bones. Ribs are just ribs and the humerous is not a bone standing vertically in front of the heart. Moreover, by my experience, the softest bullets mentioned here like .224 77-TMK and 108-ELD-Ms break them systematically, causing a vast wound behind.
Not to mention the shoulder blade, a paper thin flat bone you can almost see through at backlight, to whom many seem to attribute magical bullet stopping properties.
Someone else mentioned how tough zebra are, and they are, just like the rest of the animals they will fall easily with a well placed shot and they will you a lot of work with a poorly placed one, regardless the caliber.
Just for giggles, here are a couple of pictures of the fourteen I killed on this years trip:
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