Ancestry has Momax civil death records for 1869-1915 and 1956-88. FamilySearch for death records for the Santo Tomas church in Momax from 1776 to 1841, and from 1925-56.
Why the gaps? A lot of possible reasons: perhaps the records simply were not microfilmed, and exist somewhere in the municipal or church archives. Perhaps they were mixed with another location (Tlaltenango may be a possibility since Momax was a branch of the church at Tlaltenango). Perhaps weather ... water from a leaking building destroyed records, or a flood. Perhaps a fire, or earthquake. Civil unrest? Perhaps they were just mistakenly discarded. Perhaps put in storage somewhere that people lost track of. It is always possible to try to contact the local authorities, either church or civil, but it is possibly more likely to get a response if done in person.
If you still have family in Zacatecas someone could visit the office that presently maintains the vital records and inquire.