Dielectric properties should be measurable, if the deposited
film has a high dc resistivity (or low dc conductivity)
Zinc ferrite should be reasonbly resistive (resistivity of the order 10 to the power of 6 or 7 ohm - cm, or even more.).
AC conductivity is different from dc conductivity.
So when you measure the Capacitance, please measure the dielectric loss also. which can be high due to many reasons, and as such you may see a high ac conductivity.
Yes, it is possible to measure the conductivity of any ferrite thin films (glass substrate) by four probe method and dielectrical measurements can also be done with suitable technique.