This theory is because some of Casey's roommates have addresses there and relatives there and also traveled there themselves during the time frame in question, so it would be very strange if the authorities DON'T go there to those locations, to the Puerto Rican addresses connected with Casey's friends, to investigate. It's possible that Casey could have had her friends take Caylee there, or that someone in the group (or even a friend of a friend) could have taken her there even without Casey's permission or knowledge. You never know what really went down.
Also, ZG has Puerto Rican background. So it's one of the obvious places to search. I know several PR addresses connected with one of Casey's roommates can be found very easily on the internet simply using white pages, as I just did this, so that would be a place for authorities to start looking, it seems like they would routinely be doing this already (we would hope!). It's only logical that the authorities should be checking out every connection any of these people have just in case. Also, they need to keep looking for the right Zanaida and any and all PR and U.S. addresses she's connected with, just in case.