Kindly note, the discussion was about using a long-distance train (IR, IC, EC) with a ZVV zone 110 ticket. Using an IR, IC, EC, you must buy a ticket from the train’s last stop covered by your zone ticket. The OP have a ZVV 110 ticket, valid for Zurich city only. The train’s last stop within zone 110 is Zurich HB, the train’s next stop is Zug. So, the OP have to buy a ticket from Zurich to Zug and cannot buy a ticket extension, for example from Zurich Wollishofen (last station within zone 110) to Zug. Such a combination is only possible when using the S-Bahn services which do stop at Zurich Wollishofen.
You can read about the Z-Pass extension tickets and rules here: https://www.z-pass.ch/zpass/en/travelcards-and-tickets/tickets/schwyz-zug-zvv/zone-upgrades.html
Your case is different, your ticket is valid on IR trains because IR trains do stop in Zug and Zurich and your ticket covers the entire route.
If you would like to have my statement confirmed, feel free to contact the ZVV customer service: https://www.zvv.ch/zvv/en/service/customer-service.html