Salesforce has a “Salesforce Integration” User License with a “Salesforce API Only System Integrations” profile. It’s the best practice to use that for Salesforce integrations to other systems, like Zapier. Here’s a article for reference https://admin.salesforce.com/blog/2023/best-practices-for-configuring-your-integration-user
In Salesforce, I created a ‘Zapier Integration’ user and chose the ‘Salesforce Integration’ user license. I added the necessary permission set.
In Zapier, I tried to connect a new app. I picked Salesforce. Sandbox. The login window is presented. I enter the user name and passwords for my ‘Zapier Integration’ user and get an error to check the username & password. I validate in a separate login window that the credentials are accurate.