It's not impossible for Zoro's grandmother to be a Kurozumi woman who Ushimaru happened to be in a romantic relationship with, though, thus necessitating her participation to the Shimotsuki's voyage 55 years ago from Wano (since the Kurozumi was so hated and all). The same voyage Kozaburo was on and led to the establishment of the Shimotsuki village, I mean.
And then the kid she carried in her became one of Zoro's parents.
I like this theory because this means Zoro represents not only the best (Shimotsuki) and the worst (Kurozumi) of Wano, but also what could happen if they meet the possibility held by the outside world (Roronoa).