SDKMAN -- the tool formerly known as GVM -- inherited a problem if used in tmux: in the newly started sessions within tmux the paths are not longer setup correctly to run the installed tools (e.g. like groovy).
To just make SDKMAN initialize again for each new tmux window, add this in your .zshrc (or in the .*rc of your shell) before your call to sdkman-init.sh:
if test "x$TMUX" != "x"; then export SDKMAN_INIT=false fi