My guess on the spelling in Dylan's lyric books is that he didn't do the spelling, or the writing-out of the lyrics. Record-company and publishing-company copyists would do that, from the singing, it seems. And when sung, "Zantzinger" pretty much becomes "Zanzinger," so the copyist wrote what he/she heard.
I know Dylan didn't write his lyric sheets or songbook entries, because "It's All Over Now, Baby Blue" in the liner notes or music book published at the time had this:
"The highway is for gamblers, better use your sins,
Take what you have gathered from coincidence..."
That fake Okie accent and nasal singing led to that mondegreen, I'm sure.