Hi ToanIMP,
The closest available option is the ‘profiles/update’ [webhook topic] which will fire whenever any kind of changes are made to a Delivery Profile, including changes to any of the rate related info within the Shipping Zones in that Delivery Profile. There isn’t a ‘last updated at’ timestamp available for shipping zones at this time.
An important thing to note is that the only info this webhook will provide is the Delivery Profile ID number and no additional specific information, so receipt of it might be a good trigger to re-grab all the [ShippingZones via REST] to find the differences. The DeliveryProfile object itself is only available for direct query via GraphQL, here’s some more info about it: [GraphQL Delivery Profile Object - Shopify Dev Docs]
Hope you have a great day,