Learn Italian: Non hanno ancora cambiato questa zona. - They have not changed this area yet.

In Italian compound tenses like the past tense used here, time words like ancora (yet), più (anymore), and mai (never) usually tuck right in between the helper verb (hanno) and the past participle (cambiato).

Doesn't ancora mean still or again? Why does it mean yet here?

You are right! By itself, ancora usually means still or again. However, when you use it in a negative sentence with non to form non ... ancora, the pair translates together as not yet.

Why doesn't cambiato change its ending to cambiata to match the feminine noun zona?

When forming the past tense with the helper verb avere (like hanno here), the past participle (cambiato) does not change to match the object that comes after it. It stays in its default -o ending. It generally only changes to match gender and number if the helper verb is essere (to be).

How would I change this sentence to say they have not changed this area anymore?

To say not anymore instead of not yet, you just swap out ancora for più. The sentence structure stays exactly the same: Non hanno più cambiato questa zona.