Zhu was due to appear in the North Shore District Court on Tuesday but failed to show up.
A warrant for her arrest has been issued.
The Herald can now reveal that Zhu, who was living in Sunnynook, left New Zealand on a Shanghai-bound flight in the early hours of Thursday April 20.
Her departure came just seven days after her first appearance in court.
Due to a police error, an alert that would have prevented her fleeing was not put in place.
North Shore Area Commander Inspector Sunny Patel said police learned Zhu had left the country hours after she fled and "immediate steps were taken to notify Chinese authorities of the very serious charges" she was facing.
"Both Interpol and the New Zealand Police liaison officer based in Beijing were involved in this process," Patel told the Herald today.
"Police also made immediate inquiries internally to establish as to why no alert had been placed on Christina Zhu, to stop her leaving the country.
"The failure to place an alert on her was found to be an error of judgment by one of our staff."
Patel said "each and every day" across the country police made "sound decisions" about an accused's suitability for bail, recommendations for bail conditions and their flight risk.
"We fully acknowledge that in this case though, an error of judgment was made in not placing an alert on Christina Zhu, that would have stopped her from leaving the country," he said.
"Now that Christina Zhu has not returned to New Zealand to make her next court appearance, we are assessing our options and will continue to work with Interpol and Chinese authorities about the next steps available."
Zhu had pleaded not guilty to all of the charges against her and was due to appear at a case review hearing on Tuesday.
