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The reason why I think that two shells ... i use exit I get the following response zsh: you have running jobs

No that does not suggest that you have two shells, The warning is given when there are stopped processes belonging to the shell. (i.e. you hit <C-Z> or a process recieved sig stop).

I suspect the problem is with your zsh configuration, specifically you have some blobs that run for login shells, by default tmux starts shells with the login flag.

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Check what's actually running in the background, You can use the jobs builtin, pstree, etc.

Look for the blob that launches the program you find in your zsh dotfiles.