A: Quick answer: Yes.
Obviously, the more generic Belay That/Stop That (counter Action) would work, but the question here is about whether Zapping could trigger the Trap/Sword/Skullduggery. The card It’s A Trap! is intended to counter Keeper “stealing” in all general senses to include more than just the specific Action Steal A Keeper. It was originally conceived to counter Keepers with special stealing abilities, like The Captain in various Fluxxen, but it also works if someone is invoking Plunder (AKA City of Thieves, AKA Crime Happens, AKA Get Over Here) to steal one of your Keepers.
So, since Zap A Card essentially lets someone steal one of your Keepers, we would answer yes: you can use It’s A Trap or any of it’s siblings (I Have a Sword, Skullduggery) in response to someone Zapping one of your Keepers into their hand. Of course, in the case of the Trap, specifically, if they don’t have any Keepers in play themselves, you won’t get anything back, but you will still squander their Zap A Card, and prevent your Keeper from being taken.
Note that You Can’t Take This Guy From Me (Firefly Fluxx) has the same trigger, and can be invoked by all the same situations. Although there is no Zap A Card in Firefly Fluxx, there is a Plunder card, and Zap A Card is available as a promo, so it could be added to any deck.