The OED says the first recorded use of the word ‘zombie’ (a word originally ‘of West African origin’) in English is 1819:
1819 R. Southey History of Brazil III. xxxi. 24 Zombi, the title whereby he [chief of Brazilian natives] was called, is the name for the Deity, in the Angolan tongue... NZambi is the word for Deity.I've found some earlier examples. Here's an article from the Universal Magazine (‘Account of a Republic of Slaves which Existed For About Sixty Years in Brazil’) in 1809:
And here, fifty years earlier, is a passage from George Sale, George Psalmanazar and Archibald Bower's Universal History, from the Earliest Account of Time (1760). This one is especially interesting, because in this case ‘zombi’ (or ‘zambi’) means not ‘ruler’ but fetish. A missionary to the Congo is bigging-up his crucifix for the benefit of the locals:
So, no: Southey does not get the credit for introducing this African word into English.