As a former IT guy, I got used to just saying “secure shell” every time I saw SSH, to help teach my younger IT folks the lingo. I don’t even say the acronym anymore. When I did, I just spoke the letters (es-es-aich).
Same for ZSH; I just call it Z-Shell (zee-shell).
Sudo has always been “soo-doh” (or “sue-dough” as OP spelled it; same pronunciation). I’ve never met anyone who pronounced it differently in my 20 years of IT work.