I have successfully driven a chain of RGBs from a Xiao controller, although not running ZMK. One thing you could do is write a little Arduino program to just drive the RGBs, and that will let you isolate whether it's the hardware or ZMK.
One easy thing to check on the hardware side: Are you running the power to the RGBs at 5v or 3.3V? The logic voltage of the Xiao is 3.3v, so you either need to power the RGBs from the 3.3v pin (out of spec but it will work fine, probably) or if you are powering the RGBs from 5v then you need to shift the voltage level of the data pin up from 3.3v to something closer to 5v. The RGBs compare the voltage on the data line to their power voltage to decide what's a 1 vs 0 on the data line. 3.3v is low enough below 5v that the RGBs will interpret the digital signal as entirely 0s