www.z80.info/z80sflag.htm

There’s no NZ flag. There’s the regular Z flag like in most processors. NZ is the condition of zero not being set.

en.wikipedia.org/wiki/Zero_flag

It’s probably a typo in the question or an actual question by human after seeing something like a JNZ instruction.

tutorials.eeems.ca/Z80ASM/app1c.htm