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How much gas would a Zether tx cost?
There is no production implementation of Zether yet, but the paper estimated gas cost about 7188k for transfer.

Also, it worth to mention that ”users would have no way to know if their transaction would be the first in an epoch, so they cannot estimate the right amount of gas to supply”, i.e. first transaction in an epoch could use more gas than the next one.

At a gas price of 2 gwei, that's $3-4 per tx? And the network is not congested right now.

Any plans to make it less expensive?

Yes, it's about $3 per tx with current Ethereum price.

90% of that gas is consumed for elliptic curve operations, so if some of the next network hardforks would make them cheaper (as it was already done for some instructions) then the whole cost of tx in Zether will be much less expensive.