Not entirely sure (I live in the Uk & bought mine here on ebay).
I did a quick Google search & I think you can buy the ingredients separately at the places you mentioned (Walgreens will have them in the sort of quantities you need, atleast according to https://www.discussfitness.com/forums/f7/zma-making-my-own-what-amounts-too-high-22069.html).
Buying ZMA means you get the Zinc & Magnesium in the most available forms (Aspartate, which your body easily uses), but other forms should still work anyway.
The thing to remember is to take the B6, Zinc & magnesium at the same time, and on their own … leave atleast 1 hour either side of taking them before you eat/ take anything else, and especially avoid taking Calcium at the same time (this will stop the effect of the Zinc).
Actually, I just found this on wikipedia, which explains about this:
(Can’t post the url because it’s got brackets in it so this site isn’t recognising it, just search for +zma +wikipedia & you should be able to find it.)
Actually, if you buy the ingredients seperately you’ll be able to adjust the amounts to what suits you & experiment (ZMA comes in capsules full of powder, kinda messy & a hassle if you decide you want to split them for some reason, at least it would be for me… ).