So on the new HDZ 4.0 there are these hard end stops at the bottom:
The holes these end stops thread into are M5 and go all the way through to the other side and are threaded the whole way. The end stops however do not screw all the way through. They only seem to go in a few millimeters. There is plenty of left over thread in these holes to thread a screw up from the bottom, get a solid connection to the plate, and not run into the end stops.
This seems like a good place to mount a Dust Shoe without loosing any of the additional X travel the HDZ provides. I am envisioning a U shaped metal plate that bolts here and comes out and around the router / spindle. The dust shoe could then attach to this plate. This seems like an especially good mount point for a Dust Show similar to the PwnCNC which goes under the X rail.
Edit: They are M5 screws not M4.