Something weird worth to report:
before applying this update, I looked at /etc/zentyal content.
indeed /etc/zentya:.pre-save directory was missing.
So I did create one as per your advice.
Notice that /etc/zentyal/post-save was there already.
So far so good, I launched the update through Zentyal GUI and got this error.
Looking again at /etc/zentyal content, both pre- and post-save directories were missing
I created it again, went back to GUI and reapplied changes.
Hopefully it worked but this is somewhat strange isn't it?