Rapidly swimming zebra danios is proper activity, it is not a cause for distress. That is the nature of the zebras when they are healthy. Zebras that are not moving much when you put the lights out are also quite normal, at the speed they usually move, they need to be able to see where they are going. It may be that the first time they actually felt comfortable in the tank was right after the water change. Before that the water quality may have been keeping them from their normal activity level. If you have an oxygen deficiency, Fifefish's suggestion could definitely help, but if you have had water quality problems, nitrites can also make the fish look like they have an oxygen deficiency. In a way they do since the nitrites will prevent them using oxygen efficiently.
What are the tests showing for ammonia and nitrites in your water? How long has the tank been set up? How long have the fish been in the tank? Are you following the typical pet shop advice of just throwing some zebras into a new tank and changing a bit of water every week or two?