You probably want to consult the support channels of those reference managers for this, but for the basics, and in particular
How do these (xml,csl?) file attach themself to the .doc file?
Both Zotero and Mendeley store citation information in Word "Fields" (the same thing that would e.g. be used for automatically updating dates, page numbers, or cross-references). What they store their is actually not XML/CSL (that is only part of the actual software) but the citation information--which item you're citing, any page numbers, prefix, suffix, usually its bibliographic information etc.--in JSON format (because the tool that actually formats the citations is in javascript). Unfortunately that means this is exceptionally hard to fix by hand. For what it's worth you can make Word Fields visible by pressing alt+F9 and see if there's something obvious wrong. More generally, Zotero's advice for debugging broken documents will apply to Mendeley as well.