Here is a proof if we assume vanishing for any consecutive sequence of $n$ exponents, $l\leq k <l+n$.
Let $w_j$, $j=1, \ldots , t$ be the distinct values amongst $z_1, \ldots , z_n$
and let $w_j$ occur $m_j>0$ many times.
Then we have the matrix equation
$$\begin{pmatrix}
w_1^l&w_2^l&\cdots &w_t^l\\
w_1^{l+2}&w_2^{l+2}&\cdots &w_t^{l+2}\\
&&\vdots &\\
w_1^{l+t}&w_2^{l+t}&\cdots &w_t^{l+t}\\
\end{pmatrix}\begin{pmatrix}
m_1\\
m_2\\
\vdots \\
m_t\\
\end{pmatrix}=\begin{pmatrix}
0\\
0\\
\vdots\\
0\\
\end{pmatrix}$$
which implies that
$$\det \begin{pmatrix}
w_1^l&w_2^l&\cdots &w_t^l\\
w_1^{l+2}&w_2^{l+2}&\cdots &w_t^{l+2}\\
&&\vdots &\\
w_1^{l+t}&w_2^{l+t}&\cdots &w_t^{l+t}\\
\end{pmatrix}=\prod\limits_j w_j^l\prod\limits_{i<j} (w_j-w_i)=0$$
Since the $w_j$ are distinct, there is at least one $j$ such that $w_j=0$. By induction the result follows.
Note that consecutivity of the exponents $k$ is essential since if $\zeta_p$ is a primitive $p$ th root of unity then
$$\sum\limits_{i=0}^{p-1} (\zeta^i)^{pn+l}=0$$ for all $l$ not a multiple of $p$.