Jab: 1.5%, FAF = 21, KBG = 100, WBKB = 45 (stronger hitbox).
Weight for Shiek = 85.
Weight Based Knockback = 53.56
Hitstun Frames from Jab 1 = 21
Jab 1 hits on frame 1. Hit lag for striking moves are experienced equally between attacker and victim, so no need to account for that here. I believe the frame you are struck is not counted, or is somewhere accounted for in hit lag, but given that I'm not completely sure, know that this may have an error of 1 frame. Anyways, if ZSS can act on frame 21, Shiek can act on frame 22.
All said and done? Your foe has 15 frames to act when jab 1 is followed by grab.
This seems to be even worse on shield.
Attack power of 1.5% generates 2 frames of shield stun. All in all, your foe gets 18 frames to act when jab 1 is followed by grab on shield. 12 frames to act if they choose to shield drop.
So... In either case, I'm not sure what happened. 12-15 frames is plenty of time to do whatever you'd like. However, it may be that jab 1 elicits a surprise response from foes. It's the fastest move in the game, after all. Surprise reaction time can jump to 0.2 seconds (12 frames) or higher.
So... maybe Zero just got spooked? Otherwise, this isn't a trap. Not even close.