pymongo – “dnspython” module must be installed to use mongodb+srv:// URIs

In order to use mongo+srv protocol, you need to install pymongo-srv
Launch this command to do it with python 3:

pip3 install pymongo[srv]

or this one for other versions:

pip install pymongo[srv]

And as suggested by @lukrebs, add quotes for ZSH:

pip3 install 'pymongo[srv]'