I have the same type of problem and simply cannot believe that this is still an issue.
I have gps data which i have extracted from photo metadata and converted to .kmz using geosetter.
I import this data using the kmz to layer tool and then save the points to a shapefile.
if i select a point the coordinates of the point are shown in the pop-up window in full with x, y and z (altitude).
then i tried both the 'Add XY Coordinates' tool which returned a 0 for all the z values and the 'add geometry attributes' tool which returned a 'null' for all the z values. the XY coordinates were written correctly.
what is the deal? it is 2019, we live in a 3D world. why is this so difficult?
please!