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There is no organization that gives names "meanings". What one is referring to when one talks about a name's "meaning" is its etymological (historical) origin. Unless your wife's parents were deliberately blending certain names to come up with "Zildy" (or it comes from some Native American language of Guatemala) then the only real "meaning" is "name created by Senor & Senora X for their darling daughter."

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If you want to interpret Zildy as meaning "lucky" within your own family, that's certainly your right. But there is no way for you to get other people to accept that as a proper "meaning" of the name.