@Simon West Cloud Cache’s primary purpose is to keep an active end user session connected to their profile in the event a storage provider fails. ZRS will provide some level of HA, but other issues within the region that could cause profiles to be inaccessible even if storage is online.
I typically recommend to use OneDrive to keep user’s docs highly available as that’s the most important data to protect.
Additional information : https://learn.microsoft.com/en-us/fslogix/cloud-cache-resiliency-availability-cncpt, it talks about being able to have active-active or DR environments. ZRS provides resiliency against zonal failures.