It would seem to me that Ziggy is extremely playful but Zuzu is uncomfortable and acting defensively. After she reacts, he leaves her (the video on the dog bed) and lays nearby. I would think that if he were really aggressive, he would be relentless.
Do you know anything about their histories, Di? Whether either one of them lived with a dog, a cat, or both before?
This may be a longshot but I was doing some reading on how animals (different species) communicate with each other (of the same species). I'm wondering if Zuzu is misinterpreting Ziggy's body language and, in turn, is confusing Ziggy with her reactions.
"Education is a progressive discovery of our own ignorance." -Will Durant