Images and clips of Zverev partying at the private club in Monte Carlo with apparently no social distancing guidelines emerged on social media on Sunday.
Former world No 1 Murray returned to action after a seven-month injury layoff at the charity event organised by his brother Jamie this week.
India were scheduled to travel to Finland for the World Group I tie in September but now the tie will be played either in March or September next year.
The Davis Cup finals, which were scheduled to take place in November, are now postponed to next year due to COVID-19 pandemic.
Goran Ivanisevic announced on Friday that he had tested positive for coronavirus.
Nemanja Matic said that Djokovic should have never apologised for hosting the tournament and that "mice" around the world have now come "out of their hole" to criticise him.
Thiem was among the participants and had in fact won the first leg of the Adria Tour in Belgrade, and was lucky to not have contracted the virus.
World No.1 Novak Djokovic, who had organised the exhibition event, recently drew a lot of flak and also tested positive for coronavirus along with his wife.
Djokovic, Dimitrov, Borna Coric and Victor Troicki have all tested positive for COVID-19 after attending the Belgrade leg of the exhibition event recently.
Djokovic’s outspoken father blamed the cancellation of the tour on Grigor Dimitrov, one of the three other players to test positive in the last few days.
Murray himself returned to the tennis court on Tuesday, in an exhibition tournament in London with strict social distancing protocols in place.
Besides Djokovic, three other players -- Grigor Dimitrov, Borna Coric and Viktor Troicki who participated in the event held in Belgrade and Zadar -- have been diagnosed with COVID-19.
Djokovic described the event as a "philanthropic idea" and apologised for the individual cases while hoping for normalcy to resume.
World No.1 Novak Djokovic and his wife Jelena tested positive for coronavirus after coming off fresh from his Adria Tour of events organised in Belgrade, Serbia.
Viktor Troicki and his wife, who is currently pregnant, have tested positive for COVID-19.
Britain tennis player Dan Evans has said that Novak Djokovic has to take responsibility for COVID-19 cases during Adria Tour.
Djokovic, the top-ranked player in the world who previously said he was against taking a vaccine for the virus even if it became mandatory to travel, will now be tested as well, his media team said Monday.
The US Open has been scheduled from August 31 to September 12 in New York, and French Open will be held from September 27 to October 11 in Paris.
Two tennis players ranked among the top 40 in the world and five players at Serbia’s biggest soccer club have tested positive for the virus after being involved in sporting events
Bulgarian Grigor Dmitrov had tested positive on Sunday while Croatian Borna Coric was diagnosed with COVID-19 on Monday.
Both the players took part in the Adria Tour with the likes Novak Djokovic, Alexander Zverev and Dominic Thiem among others.
Serbian tennis star Novak Djokovic is under public scrutiny for 'recklessness' during the Adria Tour.
Dimitrov becomes the first high-profile tennis players to have contracted the virus.
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