Allen's point was that instead of your LDraw parser appending a z to the filename in the LDraw file when searching for a compressed version of a missing file, it would always replace the extension included in the LDraw file code with ldrz, and then there will only be one new extension. I agree with Allen that adding z to the existing extensions (dat, mpd, ldr) is a bad idea, and you should always uses a single one (probably ldrz).
As an additional note, the gzip format supports including the original filename inside the header of the gzip file, so you could make it so that any time you decompress the file and save that to the disk, it would revert to its original filename.
