Anyone played in Yezud yet?
I understand that only worshippers can stay in the city at night. I assume it's as open as any other city by day. What goes on there apart from the worship of Zath?
How does the city function?
I've yet to read the pastiche(s) containing the city, but it seems like an odd place.
Any help would be great.
It is a smaller city and is largely devoted to supporting the temple to Zath, which means any businesses within the actual city cater to the temple's needs first and foremost.

If you read L. Sprague de Camp's "Conan and the Spider God" you will get a good idea of how the city functions.
My PC's are headed to Yezud.

There's info here:

I've read Conan and the Spider God - it'll certainly give you a couple of good NPCs and a few good plot ideas. You'll find that the information in the above link comes from the Savage Sword of Conan comic adaptation of L. Sprague de Camp's novel.

One thing to watch out for is discrepancies as to where Yezud actually is in Zamora.

Also, there's a variation on Zath:

I read another version of the Zath theme in the Savage Sword of Conan Super Annual #1. It's not worth seeking out.