In a medium bowl, whisk together flour, baking soda, baking powder, salt and cinnamon until just incorporated. Set aside.
Cream the cream cheese and sugar on medium speed for 2 minutes. Add eggs one at a time, mixing for one minute after each addition. Mix in vanilla. Pour in melted butter and mix. Beat for 3 minutes with mixer on medium-high.
Carefully mix in flour mixture. Add zucchini and mix just until incorporated.
Make the cinnamon swirl by stirring cinnamon and sugar together in small bowl.
Pour half of cake batter into prepared bundt pan. Sprinkle cinnamon swirl mixture over batter. Top with the rest of the batter. Tap the pan a few times to release any air bubbles.
Bake for 1 hour or until cake test is done. Remove from oven and cool for 20 minutes. Then turn onto a wire rack and let it cool completely.
To make the glaze, mix confectioners' sugar, cinnamon, vanilla and milk together in small bowl. You want this to be a little thicker so it doesn't run down the cake. Add more milk if you want it thinner.