NCBI's HomoloGene is a very useful tool for helping determine whether a bona fide ortholog to a gene from another species can be found in the zebrafish genome and for deciding which is the best ortholog from a set of zebrafish paralogs. If no zebrafish ortholog is listed by HomoloGene, there are other ways that candidate zebrafish orthologs might be found. But zebrafish genes that fail HomoloGene's listing requirements are in aggregate less likely to have analogous functions to the gene of interest.
1) Evidence indicates that a whole-genome duplication occurred during the evolution of teleosts (to which zebrafish belong) after the evolutionary branch away from the lineage that produced mammals. As such, zebrafish orthologs to single mammalian genes often come in paralogous pairs. This is not always the case (often only one paralog appears to have been retained), but frequent enough that researchers may need to consider disrupting both paralogs when looking for a zebrafish phenotype to yield insights into a single mammalian gene's function.
2) Assembly and annotation of the zebrafish genome is quite mature, but remains incomplete. As such, sequence or annotation discrepancies are often found between identifiers from different databases. This is particularly true for genes that have not yet been manually annotated through the Sanger Center's Vega project. The most reliable way to resolve such discrepancies is to independently obtain and sequence the zebrafish gene, a step that is typically necessary for a thorough study in any case. It is also possible to receive clarification from the the Sanger Center's bioinformaticians that manage the zebrafish genome through Ensembl.