their last run in with fel magic was their demoniacs, which summoned and forcibly bound demons inside of their selves for incredible power.
we don't know anything more than that, just that it was an accepted practice. how long it was accepted for, when, the level of acceptance, all kinda unknown.
"The ultimate symbol of power amongst the Zandalari is the garb they wear in battle. A demoniac's robes have fused fine runecloth and devastatingly powerful mojo into a single fabric. The visage of the robe is said to instill fear into the minds of all who see it... especially the demons that the demoniac will eventually dominate."
it seemed to be quite widely accepted, if feared by the common folk. but they used mojo along with fel, so it's not like they didn't still respect their cultural practices. the zandalari seem unique in their fel use, most other races you see with it, they desecrate and care little for their former cultural identities, giving over fully to demonic urges.
it's just a shame, and there was no reason to disinclude zandalari locks. it's them forgetting their own lore, and it makes it painfully obvious that the devs don't even play their own game.