Hi,
No problem. You can import an existing Zynq SDK into VisualGDB by following this tutorial. Once you create a basic project, you can export it into a project template for easier reuse.
We can also convert your hardware-specific BSP generated by the Zynq tools into a VisualGDB-level BSP (similar to the STM32 BSP and others) as a part of our paid BSP service. Feel free to contact our sales if you would like to get a quote on that.
You can run various scripts (and do all kinds of other custom actions) before/after build, and also at various stages of the debug process. See the Custom Build Steps and Custom Debug Steps pages of VisualGDB Project Properties for a detailed list of customization options.
Let us know if you need any further details and we will be happy to help.