The origins of all these superweapons are an interesting question, and it's often been a bit vague. A lot of them are left over from previous iterations of Neo Zeon, and the model numbers generally seem to be a clue as to their origins...
AMS and
MSN seem to indicate machines produced for Neo Zeon by Anaheim Electronics. This was always the case for the Jagd Doga and Sazabi, and it now seems to be assumed that the Geara Doga and Geara Zulu were Anaheim-produced as well.
AMA for the Shamblo indicates that it was designed by Haman's Neo Zeon. Supposedly, the blueprints ended up in the hands of terrestrial Zeon remnants, who spent six years finishing the completed machine. Kind of the same backstory as the Val Walo from Gundam 0083, although that one was completed by a single one-armed guy.
NZ for the Alpha Azieru, Kshatriya, and Neo Zeong indicates that these are part of a pure Neo Zeon development line, theoretically with minimal help from Anaheim or anyone else. I don't think it was ever really explained where Char's Neo Zeon got their hands on the Alpha Azieru - the Rewloola towed it along when it left Sweetwater for the final time, but Char's fleet only occupied Sweetwater a couple of months earlier, so they probably brought it with them from wherever they were hiding out before that.
What about the Neo Zeong, then? Where did it come from? Has it been aboard the Rewloola all along, or did Frontal's flagship make a detour somewhere to pick it up? Was it originally designed as a power-up for the Sinanju, or did they just plug the Sinanju into an otherwise completed boss mecha to serve as a cockpit? Is there a secret Neo Zeon hideout somewhere in the depths of space, with a warehouse full of NZ-series machines for emergency use only? Who knows...
-- Mark