By definition the thermodynamic work is the opposite of the mechanical
work (engineers'convention).
Work is defined the same way in thermodynamics as mechanics. The difference is how the definition of work is applied in thermodynamics vs mechanics as described in your reference to Zemansky.
Mechanics is generally only concerned with "external work", i.e. the effect of work on changes in kinetic and potential energy of the system as a whole with respect to an external frame of reference.
For closed systems, thermodynamics is generally concerned with the effects of work within the system which causes changes in microscopic molecular potential and kinetic energy, i.e., changes in internal molecular energy.
However, the total change in energy of the system, $\Delta E_{tot}$ is the sum of the change in internal energy and external energy of the system based on the general form of the first law:
$$\Delta E_{tot}=\Delta U+\Delta KE+\Delta PE=Q-W$$
Where $\Delta KE$ and $\Delta PE$ are the changes in kinetic and potential energy of the system as a whole with respect to an external (to the system) frame of reference. See the figure below for a closed system.
We know that the potential energy decreases by $-mgh$, hence the
internal energy should also decrease by the same amount however
The decrease is in the potential energy of the system as a whole, as discussed above. The loss of gravitational potential energy of a falling object (neglecting air resistance) has no effect on the internal kinetic or intermolecular potential energy of the falling object, i.e., the kinetic and potential energy associated with molecular motions and intermolecular forces of the object (system).
by applying the First Law of Thermodynamics I get that $\Delta U = 0$
because there is no net work done on the object.
There is net work done, but it's done by gravity on the system as a whole giving the system kinetic energy as a whole. It's the $\Delta KE$ in the general first law equation above. But there is no change in internal molecular kinetic and potential energy since that only applies to the kinetic and potential energy associated with molecular motions and intermolecular forces.
Hope this helps.
