Hello yongco
If it was found in Zurich, it was taken to the Lost & Found office at Zürich HB. The next day, it is sent to the Lost & Found storage center.
You can go and see the agent at the Lost & Found office, it might be that your luggage is still in Zurich; if not, you cannot do anything else than be waiting for news through your lost property report. It may take up to three weeks.
https://community.sbb.ch/d/25099-lost-and-found-how-to-submit-a-loss-report
To file a lost property report was correct, however you should do the same with TGV Lyria as well, in case it was found in Paris only.
Kind regards,
Roland