My guess is that there must be a standard somewhere that you should follow. Otherwise... you're in problems...
"zh" in Spanish has no meaning besides the sound of a "z" followed by the sound of an "h" (which has no sound at all. So "zhong" in Spanish would be read as "thong" in English.
The closest sound to "zh" that I can think of would be the English "sh". In "standard" Spanish "sh" has no particular meaning, so you end up with an "s" sound (s + h = s + 0 = s). In ríoplatense Spanish you could write "yong" or "llong" and both would be read "shong", but in other regions they would be read "yong" or "lyong" respectively.
So you are left with "chong" which would be pronounced quite close to the way it is in English, with an initial affricate consonant (like "chimney").
Your best bet there would be to just go with "shong" or "zhong" and trust the Spanish speakers to realize that you mean it in a different way than in Spanish spelling.
For "wen" you have "wen", "uen" and "huen". All three have the same pronunciation. "wen" looks a bit foreign because the W is extremely rare in Spanish, but it is clear. "uen" is OK, and perhaps the best one. "huen" respects the "traditional" way of writing that sound, present in words such as "hueso" (/weso/, bone) and "huevo" (/wevo/, egg). But the same people that could understand "sh" or "zh" would feel inclined to pronounce that "h" like in "he", "her" or "hen".
For the tone, we have no representation in Spanish. So you en up with:
zhong or shong
and
uen or wen
and then... well I would just follow English and go with "zhong wen".
But first, I would google for a standard...