Override SHIFT + CTRL + Z in Notepad++

You could try the 'shortcut mapper' under the Settings menu.

It seems that this key is not found in the normal Main menu commands, but it's the SCI_REDO command in the Scintalla tab. Whatever that may mean. ;)

Note: CtrlShiftZ is now natively supported by the current version of Notepad++. Just update to the newest version and you shouldn't need the instructions below.

To clarify GolezTrol's answer, here's the exact instructions:

1. Menu bar Settings > Shortcut mapper

2. Scintilla commands tab > double click SCI_REDO in the list

3. Tick Shift and select Z from the dropdown > click Apply and OK

4. Click Close on the Shortcut mapper window.