At the linguistics conference, there were no / not / non- native speakers of Esperanto. They're all grammatically "valid", but they all mean different things - and pragmatically / idiomatically, only the no version is likely to be used.
I misinterpreted the expression “a non-zero chance” as an emphatic way to stress that there was no possibility or likelihood of something happening. there is a non-zero chance that they will pay
You used the dash in the wrong place: what you have written is a (non-zero)–sum game, which makes no sense. When you start with a hyphenated word, like zero-sum, than to make another hyphenated compound, this time you use an en dash, making it a non–zero-sum game. I might be tempted to create an open compound, but non doesn’t stand alone.