No, don’t move your great gravid male! As long as you are not having an outbreak of ich or any other disease problems in your seahorse tank, it’s best to leave the pregnant male and his mate in the main tank while he delivers. That way he can remain amid the familiar surroundings where he is most comfortable, surrounded by his tankmates, in a roomy, well-decorated aquarium with good filtration including a fully functional biofilter.
That is much preferable to transferring the pregnant male and his mate to a small 2 or 5 gallon nursery tank that is sparsely decorated as best and has only a sponge filter that has not yet been cycled. Two adult seahorses in such cramped accommodations would be very uncomfortable for more than a day or two, and it would be impossible to maintain adequate water quality in the nursery tank under those conditions without performing daily water changes. Nursery tanks are also relatively bare and sparsely decorated as a rule, which facilitates cleaning and maintenance, but which will leave your pregnant male feeling vulnerable and exposed. As long as you are not having any disease problems in your seahorse tank, there’s no need to subject him to such a stressful situation.
Just allow him to give birth in the main tank where he feels at home. Copper sulfate in therapeutic dosages is not harmful to seahorses, and even the newborns can tolerate exposure to Copper at the usual treatment levels without any problems. Leave your male Zulu and his mate in the seahorse tank, and then transfer his fry to your nursery tank after he delivers. As long as you adjust the saltwater in your nursery tank to match the specific gravity, pH, and temperature of your main tank, the fry can be transferred directly into the nursery tank with no acclimation whatsoever. That is by far your best option.
Best of luck with your pregnant male and as babies, Nigel!