Recent progress towards designing models that can generalize to unseen domains (i.e domain generalization) or unseen classes (i.e zero-shot learning) has embarked interest towards building models that can tackle both domain-shift and semantic shift simultaneously (i.e zero-shot domain generalization). For models to generalize to unseen classes in unseen domains, it is crucial to learn feature representation that preserves class-level (domain-invariant) as well as domain-specific information. Motivated from the success of generative zero-shot approaches, we propose a feature generative framework integrated with a COntext COnditional Adaptive (COCOA) Batch-Normalization layer to seamlessly integrate class-level semantic and domain-specific information. The generated visual features better capture the underlying data distribution enabling us to generalize to unseen classes and domains at test-time. We thoroughly evaluate our approach on established large-scale benchmarks - DomainNet, DomainNet-LS (Limited Sources) - as well as a new CUB-Corruptions benchmark, and demonstrate promising performance over baselines and state-of-the-art methods. We show detailed ablations and analysis to verify that our proposed approach indeed allows us to generate better quality visual features relevant for zero-shot domain generalization. © 2022 IEEE.