How do I reload ZSH config files without replacing the current shell?

This is a bit older, but you can always add a function to your .zshrc that sources all config files for you.

function reload(){
       source ~/.zshrc
       source ~/.zshenv
       ...
   }

So all you'd have to do is to reload in your shell.

Usually a source ~/.zshrc should do it.

You can enable the option INC_APPEND_HISTORY. From the manpage:

INC_APPEND_HISTORY

This options works like APPEND_HISTORY except that new history lines are added to the $HISTFILE incrementally (as soon as they are entered), rather than waiting until the shell exits. The file will still be periodically re-written to trim it when the number of lines grows 20% beyond the value specified by $SAVEHIST (see also the HIST_SAVE_BY_COPY option).

This way you can then do exec zsh without losing history.