(note: I wrote this question on stackoverflow, but got flagged as offtopic, so I'm re-writing it here)
Here's what I want:
Consistent behavior (as much as possible) between Vim, MacVim, zsh with vi-mode and tmux. In Vim and MacVim the insert-normal mode switch is working just fine, and in Vim case, works fine by running Vim both from zsh shell and within tmux. The Zsh shell also works well with the switch by doing this: https://raw.github.com/ramiroaraujo/dotfiles/master/zsh/vi-mode.zsh, which I don't seem to remember where I found it.
Now this doesn't work within tmux. The cursor stays the same in insert and normal mode, and it's really naggy. Suposly, the code avove should kinda work if a correct escape sequence is printed when in tmux, and I found this http://reza.jelveh.me/2011/09/18/zsh-tmux-vi-mode-cursor, but seems kind of old and looks like it's for bash, not zsh. Any help on any direction is very welcomed :)