Their written records, which extend back for about a thousand years, give no hint of it.
One very ancient chronicler does indeed, in alluding to some old tradition that existed in his day, talk of it as having probably originally 'come down with the people from the coast', but that may mean little or nothing.

In short, the origin of the Zu-Vendi is lost in the mists of time.

Whence they came or of what race they are no man knows.

Their architecture and some of their sculptures suggest an Egyptian or possibly an Assyrian origin; but it is well known that their present remarkable style of building has only sprung up within the last eight hundred years, and they certainly retain no traces of Egyptian theology or customs.
Again, their appearance and some of their habits are rather Jewish; but here again it seems hardly conceivable that they should have utterly lost all traces of the Jewish religion.

Still, for aught I know, they may be one of the lost ten tribes whom people are so fond of discovering all over the world, or they may not.
I do not know, and so can only describe them as I find them, and leave wiser heads than mine to make what they can out of it, if indeed this account should ever be read at all, which is exceedingly doubtful.
And now after I have said all this, I am, after all, going to hazard a theory of my own, though it is only a very little one, as the young lady said in mitigation of her baby.