I have successfully installed and working version of Kali linux on my Radxa Zero device.
And there is short instruction to enable USB OTG.
https://medium.com/@donaldinos/usb-gadget-ethernet-on-radxa-zero-with-kali-linux-131352d90912
Radxa Zero with Kali Linux and enable USB OTG
How did you boot your Radxa? SD or eMMC?
I have one and I can’t start Kali from the SD card.