"ze" and "zij" are synonyms, and sometimes the pronunciation of the audio doesn't clearly say "zij" but rather resembles "ze". However in those cases "ze" is not accepted. I suggest this to be changed.
If you are not a native, it is natural to confuse it, even when real people use it! So do not worry, it will come. At first I could not hear the difference between "alstublieft" and "alsjeblieft" in a shop and it is easier now :)
If you click the slow audio you can clearly hear the difference.
Which someone will only do if they're not confident they heard it right. So I guess it might just be a complaint that Dutch native speakers will have.
I'd guess that when people are speaking to each other, it doesn't matter much whether they said "ze" or "zij".