In the URL field, by default there is a grey URL. In my case, this was the exact URL I needed so I left it as-is. The system interpreted this as being blank and it caused this error.
@onixnf Zabbix is actually a community-based plugin so not maintained by us. If you had found their documentation or blog up to date then either please report it to them OR post here with the working solution steps so that other users can get help from you.