All sorted now, I asked the NZ regulator authority by email and this was the response.
The General User Radio Licence for Amateur Radio Operators Notice 2013 prescribes under “No.4 Terms, conditions and restrictions applying to visiting amateur operator, (2)” The visiting overseas operator must use the national callsign allocated by the other administration to the operator, in conjunction with the prefix or suffix “ZL” http://www.rsm.govt.nz/about-rsm/spectrum-policy/gazette/gurl/amateur-radio-operators
However for the purposes of the upcoming ‘commonwealth contest’ Radio Spectrum Management gives you permission to use the prefix ‘ZL3’ for the duration of the ‘commonwealth contest’.
So it seems I am allowed to use ZL3 prefix for this contest ONLY and otherwise the normal ZL/G4SGX.
73 Iain (ZL/)G4SGX