The 22-year-old, who was signed in the summer of 2017 for £6million by Baggies owner Guochuan Lai, is expected to leave the club next week having never played a minute.
Den Haag have cut short Zhang's season-long loan and the Baggies are now in talks with a Chinese Super League club over a sale.
Zhang will not be coming to England to train with Albion, and will be heading straight over to China to complete a transfer.
A bizarre vanity project funded solely out of Lai's pocket, Zhang has not cost the club any money.
As well as funding the £6m transfer from Vitesse Arnhem, Lai has also picked up Zhang's wages during his tenure as an Albion player.
The youngster has never been eligible to play for the Baggies, having not been able to obtain a work permit for the top two tiers of English football because China are ranked below 50 in the FIFA world rankings.
Lai hoped the striker, who has two goals in nine caps for China, would either develop into a player the Baggies could use in the future once the Chinese national team improved, or into a commodity the club could sell at a profit.
However, Zhang's loan spells at Bundesliga club Werder Bremen and Eredivisie team Den Haag have not gone to plan.
He has been unable to break into either team, and is now being sold to China for an undisclosed fee. It's unknown if Lai will recuperate his money or lose it.
ADO Den Haag manager Jeffrey Van As said: "We had and still have a lot of confidence in Yuning.
"Due to circumstances, his period at ADO Den Haag did not deliver what the player and the club had hoped for in advance.
"It also started unhappily, with the hefty injury he had left on the trip to the Asian Games.
"After his long rehabilitation period, we would have liked to have seen him in top form and confidently at work. It is very unfortunate that this did not really happen. "