I used the Splunk Add-on for Zscaler (https://splunkbase.splunk.com/app/3865/). But what are the data-model need to update in order to see the events IN ES (Enterprise Security) is missing in the documentation section.
It will really great if someone can help me by sharing this information.
Have a look at this app's tags.conf. Check out the tag combinations listed for each eventtype and compare to what is required for each CIM data model. It looks like this app tags events to match the following data models: Authentication, Network Traffic, Web, Data Loss Prevention, Intrusion Detection, Malware, Network Session, Network Resolution, and Performance.
Before rebuilding every data model you might want to check the logs you're getting to see if every eventtype is being sent to Splunk and that the logs are being parsed/tagged properly.
This app is tagging by eventtype. `[eventtype=Zscaler_DNS]
dns = enabled
network = enabled
resolution = enabled