In 2008 I ran a PERSI search and located an article stored in the Allen County Public Library (Fort Wayne Indiana). Here's the text:
"An Eleventh Generation Zufelt" by Muriel Gartner (I'm skipping all of the names listed for her 11 generations)
"Tyler William Francis Zufelt, shown here is an 11th generation Zufelt in America and 8th generation United Empire Loyalist. Johann Zufelt came to New York Colony from Germany in 1710. Henry Zufelt came to Canada and settled in Prince Edward County in 1784. Daniel Zufelt received land in Percy Twp., Northumberland County. William O. Zufelt came to North Bay in 1901...."
While this is not proof, I was able to find a reference to Adam Zufelt, husband of Neeltjie Freer that indicates Adam may have died in 1810 in Williamsburg, Dundas, Ontario, Canada.
I remember also reading last year that the Zufelts bounced over the NY and Canada lines at least once and my findings in the census records did not find any conflicts with that statement. That certainly lends some credence to the statement they may have been loyalists, however I have not spent more time to prove or disprove it.