They are all adults. And I have two caves about 1,2 inches wide and 3,9 inches long and they all four are hiding in one cave.

I never read about one male with three females anywhere, but can it be
possible that the male made all three females lay eggs and then he fertilis
them?

Hi,

I have four adult zebra that is in a cave, one is for sure an male and the rest is two females and tha last one could be a male or female.

It seems like they want to spawn, but they are four zebs in the cave, is this normal?

I see one zeb trying to swim out and then swim in the cave again ...