So am I to understand that it is legal for a Canadian citizen to transport a firearm from South Africa to Zimbabwe? Is that written down anywhere officially? Or is this actually illegal, but we are not likely to get caught because of clever temporary export papers ...
You will not find that particular "work-around" outlined in anything posted by the Government of Canada, to my knowledge.
Having said that, the law is clear that you need an export permit to take firearms out of Canada (other than to the US). The permit asks you for the destination country. If you are only going to Zimbabwe and you lie on the form, you have committed an offence. But it wouldn't be easy to do - they want to see a flight itinerary as well as a letter from the outfitter you are using in the destination country, and a letter from you outlining the purpose of the export. You'd have to fake a bunch of stuff if you were only going to Zimbabwe. I suggest that would be a very bad idea. You'd likely get caught.
Now, things get easier, if no more legitimate, if you are hunting somewhere else first. If you are going to South Africa for example, you can fill out all of the paperwork honestly. Once in South Africa, you could go on to Zimbabwe and no one in the government would know. That doesn't make it legal, it just makes it practical to do without getting caught (see some of the posts above, for example). For this to work, you need a separate itinerary for the Zimbabwe portion of the flights - you could not check your firearms to Zimbabwe from Canada, but you could check them to JNB, pick them up and re-check them to Zimbabwe, for example.
Personally, as ridiculous an interpretation of the UN embargo as I think this is, Canada doesn't make it hard to take your own firearms hunting, and I wouldn't want to promote ways around the existing rules, the long term effect of which would likely be to make travel with firearms more complicated if not impossible. As it is, the government employees involved in the existing permitting system have been uniformly pleasant and helpful (at least to me). I feel no need to try to con them.