[shabble]

Hrmm. It works as you want for me, but there may be some other config item I've set.

The other alternative is to try:

    autoload -U select-word-type
    select-word-type bash

which should override C-w to do what you want. I haven't looked at it enough to see if you can get both behaviours simultaneously though (and it requires a fairly recent zsh iirc)