Bad news is that AFAIK the owner of ZAG and MyWay are the same... They were certainly sharing staff between both venues on my last visit...
As for the other late night clubs... we never got beyond ZAG on our last visit... Like Heart of Darkness in Phnom it had an atmosphere that reminded us of the old X-Ray in Pattaya and we didn't need to venture elsewhere...
Incidentally I saw my one and only Thai "ghost" in C&N... BF is always seeing ghosts... I have never seen one... But the shadow crossing our room on our last night frightened the beezejus out of me!