It's not there. In a lot of languages, you don't need to specify my socks in sentences like this because the default assumption is that one take off ones own socks. English is really quite crazy about possessives and it would just sound super strange to say "I am taking off the socks", so it's "my" just to make the English more natural. People who don't speak English natively, from a range of backgrounds, will say things like "He took off the hat" and, even though it's obvious that it means his hat, in most situations in most dialects "his hat" is much more natural English in that sentence.

It should accept ... soksi zangu as well, but it's probably pretty superfluous in Swahili.

including 'zangu' should still be correct. It's just that in this case 'my socks' can just mean 'the socks on my feet', so in the Swahili translation it's not necessary to specify since it's implicit. Unless of course, for whatever reason, the person has the urge to remove other people's socks when it's hot