You could use a slingshot pro between the A500 and the A530 and your favorate zorro II ethernet card (ie a2065).
Not a very pretty solution, but it would work well.
I had an a500, a slingshot-pro, a GVP a500+, an a2065 (with an aui,thick ethernet, to 10baseT transceiver), a gvp 286, and a VXL*030 working for about a year and a half, until I bought an A3000, as expected the a2065 got quickly moved.
The only expansion they made for the gvp expansion slot was that gvp 286 (basically an atonce plus), however if memory serves the gvp expansion slot header had all the signals necessary to make a zorro II adapter.