Ok! Found solution myself ( works only on windows os )
Hope someone will find it useful
Go to zyxel adapter settings put suffix manually
Now everything works as expected .
Pity that SecuExtender does not work on latest Mac Os Catalina and have a slow speed 10Mbp's.
and no ios/ android support....
Though it's secure and uses only 1 port ( default 443)
Guys ! Good news I think I found version for latest Mac os
look here! ZyWALL SecuExtender 1.1.9.pkg
It works! THough I dont understand why if you go info- about it says 30 days trial license. I thought it's free application. Any info?
Also same question about advaced config - how to set up dns suffix? Putting search domains in network adapter in mac os does not work. I think i need some config in SecuExtender for mac..