If you have the money, a pair of low latency wireless MIDI link devices may be the classy way to go, moving any mapping / signal processing to the Zynthian.
I just ran across a little utility someone made that execute commands based on midi CC values -
I imagine latency is more tolerable with a wind instrument than drums or frenetic keyboarding.
Might use a dongle of sorts on the Zynthian end if you did bluetooth, built in bluetooth path clashes with the DIN MIDI connection.
I would not use a Pi on the instrument end, with it’s linux startup time and vulnerable SD card, though setting it to read only would help.
One of the little Bluetooth 5 boards would be more compact, lower power and robust.
The $20 Adafruit ItsyBitsy nRF52840 Express works with Arduino or Circuitpython. (Their $30 feather boards have battery management)
The $10 Nordic Dongle, available from major component houses like Mouser, Digikey, Newark.
It comes loaded with their proprietary bootloader which works with their professional IDE.
You can flash it with the Adafruit bootloader for Arduino, Circuit-python, using a Pi as a programmer. (If I can do it anyone can)
These boards have USB MIDI capabilities. The nRF52840 bluetooth 5 chip has lots of capabilities, X4 the range and X2 the data rate of BT 4, though the Bluetooth MIDI spec. introduces delays.
A Web & Wireless MIDI overview.
Example Bluetooth MIDI board applications:
Glove . . . Receiving End . . . . Wireless Bagpipe 2007 (nRF52 variation is similar)