What operating system are you using? And what version of R and R/qtl2.
Type R.version and qtl2::qtl2version().
If zip_datafiles() works, it won't produce any output but will create a zip file where that .yaml file is located.
It's not a very critical function; you could just go to that directory and zip the files directly yourself, but I'm surprised it's not working without giving some error message.
Maybe if you use quiet=FALSE when you call zip_datafiles(), it'll give some message about what's going wrong?
karl