In general, warmer water temperatures will tend to accelerate the pregnancy and shorten the gestation period somewhat, whereas cooler temperatures may prolong the pregnancy and extend the gestation period. Assuming the other factors and variables remain constant, and any changes in temperature are gradual and within the acceptable temperature range for your Zulus (Hippocampus capensis), the water temperature should not have any affect on the numbers or health of the newborns.
The ideal temperature for your Zulus is 72°F and it would be a good idea for you to adjust your aquarium temperature accordingly before they arrive. Keep the water temperature between 72°F-75°F at all times, and avoid temperature spikes above 75°F.
Medium-sized yellowish seahorses with dark brown spots sound a lot like Hippocampus reidi, which is commonly known as the Brazilian seahorse or Spotted seahorse. If so, H. reidi will be perfectly comfortable and thrive at 72°F-75°F along with your Zulus. Most tropical seahorses do well at that temperature range. (Spikeys, or H. barbouri, are an exception — they prefer warmer water temperatures than most tropical seahorses.)
Best of luck with your new Zulus, Nigel!