I can't answer your ATV/zip lining question, but when we were there in November 2018, we walked down to the harbor and found several local boats offering tours for $2-$5 per person. They only go out for about an hour. You get to see sea lions and just enjoy the ride, but the biggest draw was that they go close to your ship, and I got some great photos of our ship (NCL Bliss) that I would never be able to get anywhere else. It was a lot of fun to interact with the other passengers on the tour boats, support the local economy, and get to know the owner of the boat. We also enjoyed wandering the shops and restaurants in the harbor area. We enjoy getting a taste of the local culture more than doing the typical tourist activities, but that's just us. Despite being told Ensenada was a terrible port, it turned out to be my second favorite of our entire cruise.