Second answer tries to explain that you need to do two things:
1_ make sure your general matching rules are not case-insensitive (matcher-list) - from the updated question it's not,
2_ change Unix/(Type/)_hosts (the actual location might vary, but not the Unix/_ssh) last 2 lines to:
_wanted hosts expl host \
compadd -M 'm:{a-z}={A-Z} r:|.=* r:|=*' -a "$@" - _hosts
All of this was already summarized in my answer, so simply try doing this without reading all the rationale before. Also, since your global config is not case-insensitive, the @zeppelin's answer should also work, although it doesn't use $fpath and removes also small->CAPS matching of the hosts.
I did test this with your settings from the update and it works as expected.
Update: remember that zsh keeps it's functions loaded, so after modifying the _hosts you need to reload it either by logging in fresh, or:
unfunction _hosts
autoload -Uz _hosts
Also remember that zsh can have the scripts 'compiled' in zwc form (zcompile [file]) and if such file exists and is newer than the source it would be used instead.