Zulls were a species involved in the Meketrex Supplicants when Gozer took the form of a giant Sloar. They were wiped out along with the Shub. The term in subtitles of the film is spelled Zuul which has lead to confusion. The spelling Zulls was given in Richard Mueller's Ghostbusters: The Supernatural Spectacular.
Not much else is known about this race, and this information was completely coming from Vinz Clortho while possessing Louis Tully. While it is unknown if this race really happened in the Ghostbusters Timeline, it is confirmed that Sloars have at least been confirmed to be real in Ghostbusters: The Video Game (Realistic Versions), where they dealt with a Juvenile Sloar.