"It feels all the way down to the spinal cord. We'll have to wait and see what kind of injury it is before we make a statement. But it feels like it's something serious anyway," teammate Louice Halvarsson tells Radiosporten.
Sports director Ludwig Degernäs tells Aftonbladet it is a suspected medical injury and that more information will come on Wednesday.
The injury to Zahui - who, after 14 years abroad, joined Södertälje in February - occurred in the fourth period.
Södertälje lost the first SM final to Luleå 57–95. The next match will be played on Friday.
