No. "Made for Saks" is just a way for Saks to get its name in the garment. I have a solid navy Canali suit that says "Canali for Mitchells of Westport" (http://mitchellstores.com/) on the inside of the coat and the suit is a Canali in every possible way - it just also says Mitchells. I think you can be confident that the suit is a standard Zegna make.
Part of the benefit of living in a place with cold winters is the ability to play around with cloths like this. Despite the rich beauty of the cloth, for some reason, this cloth looks "scratchy" - is that the case? Or is it actually quite soft?