I've been having the same issue, you'll just have to have your friends join you in a lobby or join them in a pre-game session, You could switch to an unmodified EBOOT to determine if it's an issue with the zombies EBOOT or the game itself.
Someone else said for zombies you have to use an EBOOT without Anti-Ban in order to join others without being redirected to multiplayer, I haven't tried it myself so I'm not positive if it'll solve your issue or not, just a suggestion.