Zstd decompression is not supported for HTTP and HTTP2 in the 4.2.x and 4.4.x branches. It has been added to the current master branch and will be available in the next major release https://gitlab.com/wireshark/wireshar...
Unfortunately the expert warning is unclear, and I believe has different behavior compared to HTTP/2. It doesn't clearly distinguish between "that decompression method is unsupported," "that decompression method is supported but not compiled into your build," and "that decompression method is supported but decompression failed due to errors."
Version 4.4.1
HTTP chunked response Data chunk (515 octets) Chunk size: 515 octets Chunk data […]: 28b52ffd0458980f0064383a636f6d706c6574656932356531303a646f776e6c6f6164656469366531303a696e636f6d706c65746569343265383a696e74657276616c69373135316531323a6d696e20696e74657276616c693335373565353a70656572733430323a02268c55337 Chunk boundary: 0d0a End of chunked encoding Chunk size: 0 octets \r\n Content-encoded entity body (zstd): 515 bytes [Expert Info (Warning/Undecoded): Decompression failed] [Decompression failed] [Severity level: Warning] [Group: Undecoded] Data (515 bytes) Data […]: 28b52ffd0458980f0064383a636f6d706c6574656932356531303a646f776e6c6f6164656469366531303a696e636f6d706c65746569343265383a696e74657276616c69373135316531323a6d696e20696e74657276616c693335373565353a70656572733430323a02268c55337c02b78 [Length: 515]