Arrows showed up with same side that edged Orlando Pirates in midweek, while Bonginkosi Ntuli, Xola Mlambo and goalkeeper Siyabonga Mbatha returned for Usuthu.
Mlambo missed a big chance six minutes in when he played a one-two outside the area to go in on goal only to drag wide of the far corner.
Arrows noted the danger and instantly probed from the right-side through a cross by Knox Mutizwa, but Michael Gumede could only parry the supply into the side-netting.
It wasn't long thereafter before Abafana Besthende grabbed the lead as Gumede ran in-behind the defence to slot home a through pass from Mutizwa.
Ntuli attempted to draw his side level on the half-hour mark with a low shot from a tight angle in the area, but goalkeeper Sifiso Mlungwana produced a one-hand palm to parry.
AmaZulu enjoyed more openings late in the half as a powerful free-kick inside the area from Siphelele Magubane forced Mlungwana into a solid save.
Abafana Besthende were under fire early in the second half after Usuthu probed on all fronts through Magubane and Ntuli in particular.
Fresh faces from the visitors' bench were introduced a little later, as Ntuli made way for Siphelele Mthembu while Butholezwe Ncube was sacrificed for Lehlohonolo Majoro.
AmaZulu began to up the ante much of the half and levelled in stoppage time after Majoro volleyed in a pin-point cross from Luvuyo Memela to force the match into extra-time.
Abafana Besthende had numerous chances to find the winner either end of the additional spell, but poor finishing led the match to a penalty shoot-out while Arrows' Ntsako Makhubela was given a second yellow.
A miss from Danny Phiri in the shoot-out led to Memela slotting home the final kick to give Usuthu a 5-3 victory in the shoot-out.
Arrows: Mlungwana, Lunga, Sibisi, Zuke, M. Dube, Mmodi, L. Dube, Makhubela, Parusnath, M.Gumede, Mutizwa.
Subs: N.Gumede, Nkombelo, Sabelo, Ndlovu, Mtshali, Conco, Phiri, Sibiya.
AmaZulu: Mbatha, Sikhakhane, Mabiliso, Mzava, Gumede, Makaula, Mlambo, Ncube, Magubane, Mulenga, Ntuli
Subs: Boshoff, Mgwazela, Xoki, Masilela, Khumalo, Chawapihwa, Memela, Majoro, Mthembu