zsync does not support HTTPs, since we prefer HTTPs rather than HTTP, this is a
problem.

We recommend that you download the file from a mirror over HTTP rather than
HTTPs and additionally download the .gpg signature to verify that the file you
downloaded is in fact the correct ISO signed by the key listed on
https://neon.kde.org/download
To find a suitable mirror have a look at the mirror list. You can access
the mirror list by appending .mirrorlist to the zsync URL.
e.g. https://files.kde.org/neon/images/neon-useredition/current/neon-useredition-current.iso.zsync.mirrorlist

Note that downloading from http://files.kde.org will always switch to https,
you need an actual mirror URL to use zsync over http.

If you absolutely want to zsync over HTTPs you have to use a zsync fork which
supports HTTPs (e.g. [1]). Do note that zsync-curl in particular will offer
incredibly bad performance due to lack of threading and libcurl's IO-overhead.
Unless you want to save data on a metered connection you will, most of the time,
see much shorter downloads when downloading an entirely new ISO instead of using
zsync-curl (even on fairly slow connections and even if the binary delta is
small, in fact small deltas are worse for performance with zsync-curl).

[1] https://github.com/probonopd/zsync-curl