I was under the impression that only Killer's Attack connected and Kaido let Killer's attack connect but focused on Blocking Zoro's attack since he deemed Zoro's attack as the dangerous one, as we can see Kaido's club went straight toward Zoro ignoring Killer....and Killer's attack connected for Sure in Kaido' neck but as you said no cut
...and Kaido not being able to Block Zoro would be a bit weird, thats why it could be that Kaido actually blocked Zoro' attack and so Zoro wasnt able to deal damage