Those are done. You could get away with another 1000 km if you baby them. However, thinly worn tires are much more susceptible to puncture by small objects like broken glass and thorns. You'd especially want to avoid riding on road shoulders and medians where those things collect. And avoid riding at high speeds in the fast lane lest it burst. Plus, handling in turns really sucks with squared-off tires. You don't realize how terrible it is until getting fresh tires.
Swapping Zero wheels is no different than ICE bikes, so don't worry about that -- unless you are someone who already worries when a shop works on your bike. I tend to take off my own wheels and bring them to my tire store, who then mounts/balances for free. This way I can take the extra effort to clean and lube parts, pack the water seals with grease, not strip any bolts, put spacers back properly, position the magnetic sensor carefully, inspect bearings and sprockets and brake pads, properly tension the belt/chain, etc.
One downside to having someone change your tires is you never know when they're going to scuff the rims. But when I change my own tires, I scuff them a lot more, and it's a big effort, so...