...OK. Except that Zatanna isn't Dini's creation, first of all.
And what? OK. So my basic understanding of a Mary-Sue is that it's a character that can do no wrong, everyone loves her, etc., etc. And you're equating Harley Quinn to that? Is that what I'm getting?
....Ooookay. Except that she has some major, major flaws. And isn't exactly liked by everyone.