I went into El Zorro with a friend mid day to have a look. Club is on the main tourist boulevard Revolucion, about 3 blocks from the Zona Norte where most of the clubs are located.
This club was fairly small and dark. There was 1 stage towards the back, with a petite dancer swaying to the music. She appeared to be a bit older, but have a petite figure. Around the stage were some tables, chairs, and some other ladies. The ladies appeared to be more local and middle aged, and nothing that I found very attractive.
Since we entered due to curiousity and the doorman welcoming us, once our curiousity was satisfied, in about 40 seconds, we made out way back to the entrance and left. We did not stay for a drink and see what there call of more beautiful girls might lead to.
If you are local and are looking for this kind of place, it is open for business. Most visitors would probably want to stay at the ZN clubs.