Sapphire provides confidentiality with EVM semantics so that smart contracts on Sapphire run on-chain using a set of decentralized TEE enabled compute nodes. The advantage is near native performance for smart contracts in addition to confidentiality. Sensitive information can be stored on-chain with encryption supported by a decentralized key manager with the blockchain as the sole root of trust in addition to TEE hardware providers.
ZK techniques are for privacy and scalability where data is processed off-chain and constraints over the processing and the data itself evaluated off-chain with the outcomes of these evaluations available on-chain for verification with proofs of correctness. It is a different scaling technique that also enables selective disclosure of sensitive information for privacy.