You note that you've followed the instructions to the letter, though I don't see libz.1.2.3.dylib in your post or in your comments. Are you certain you have libz.1.2.3?
Note that it is not the same as libbz2 or libxml2. If you filter by dylibs it's right near the bottom.
Edited to add the real answer, as discovered through a lengthy back-and-forth in the comments
Adjust your Header Search Paths to: ${SDK_DIR}/usr/include/libxml2
, as explained in the special instructions for ASIWebPageRequest at: allseeing-i.com/ASIHTTPRequest/ASIWebPageRequest
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