This file is indexed.

/etc/zsh_command_not_found is in command-not-found 0.2.46ubuntu6.

This file is owned by root:root, with mode 0o644.

The actual contents of the file can be viewed below.

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# (c) Zygmunt Krynicki 2007,
# Licensed under GPL, see COPYING for the whole text
#
# This script will look-up command in the database and suggest
# installation of packages available from the repository

if [[ -x /usr/lib/command-not-found ]] ; then
	function command_not_found_handler() {
		/usr/lib/command-not-found --no-failure-msg -- $1
	}
fi