Zstd is available in distros but not browsers. Brotli is available in all web modern browsers for sending http resources to the browser. Very handy for wasm and things like that:
Brotli is not enabled by default on Android's webview yet.
In distros, I would say no anecdotally (not sure about latest versions). I frequently find it not installed on things like Ubuntu 18/20 and RHEL-based systems whereas gzip is pretty much universally available on everything from embedded to Windows
If I remember correctly, it's in EPEL for CentOS and peer distributions.
Maybe RHEL v9 took it into the main repositories, would have to check.