You'd need to use the Pi as a relay / man in the middle. That is app connects to Pi and Pi connects to
Tello.
AFAIK the normal Pi can be both Wifi AP and client at the same time. I read someone articles of people using it for filtering wifi which used exactly this feature. No clue if the PiZero W can do the same. If it can, then this should work.
It wold work only in close rage, as the
Tello has certainly better antenna & wifi compared to the Pi. OTOH this would also allow to build some truly autonomous functions, like a real RTH even with wifi lost.
BTW: My Pi Zero W boots when connected to the micro USB port.