how to Password protect zip files?

and document that password as nothing on earth will unlock that zip file without that password.

Use the Zip program in Terminal:

man zip

-e
       --encrypt
              Encrypt the contents of the zip archive using a password which
              is entered on the terminal in response to a prompt (this will
              not be echoed; if standard error is not a tty, zip will exit
              with an error).  The password prompt is repeated to save the
              user from typing errors.