Is there a Hui nationality surnamed Zhou in Yunnan?

No, according to the official website Yunnan Population System, the surnames of Hui people in Yunnan are Na, Sa, Sha, Shan, Su, Su, Bao, Ha, Bao, Hu and Ma, and there is no Hui people with the surname Zhou. Hui nationality is a minority with a large population in China, which is distributed in 3/kloc-0 provinces, autonomous regions and municipalities directly under the central government.