While I don’t know where to find any solid records of them ever actually shooting anything down - there are a few scattered comments about one plane being shot down during the Tondern raid, and others about Alan Arnett McLeod VC getting shot down by one in 1917, but I can’t substantiate either - they did have guns on them. To take the Zeppelin P Class as an example, those had eight MG 08 machine guns on them