Sending escape sequences directly from zsh and bypassing tmux results in
the wrong cursor shape when switching between panes which no longer
reflect the current zsh vi mode.
When using ZTE compatible terminals tmux supports tracking cursor shape
changes on a per pane basis using a suitable `terminal-override`, this
allows zsh and vim to behave as if they are not operating in tmux and
everything works as expected. However, so far I've not been able to
reproduce this behaviour in iTerm2.