Dead or dying foliage on zinnias this time of year usually means powdery mildew or spider mites, not fatigue. Both love warm days and cool nights - which September absolutely delivers - and they hit stressed plants harder. Check the undersides of leaves for fine webbing or a white dusty coating. Even if watering and sun look solid, those pests thrive in the transition between summer and fall.
If you spot either issue, spray with neem oil or a sulfur-based fungicide every 5-7 days until it clears. But here's the thing most people skip: deadhead aggressively. Removing spent flowers forces the plant to keep producing new blooms instead of funneling energy into seeds. That redirected vigor actually helps zinnias fight off diseases better than just sitting there declining. Pinch off anything brown or suspicious while you're at it.
The yellowing could also be simple nitrogen depletion if you haven't fertilized since planting. June through September is a long haul without a boost. A balanced fertilizer or fish emulsion every couple weeks gets them through fall. That said, if the plants are genuinely done after months of heavy blooming, cutting them back hard and accepting one last push before frost is fine too. Either way, don't assume it's just "end of season" - zinnias want to go out strong, and they'll tell you if something else is eating at them.