Look in the terminfo database for your terminal for the key that sends this escape sequence. The `infocmp` command dumps the terminfo entry for the current terminal.
$ infocmp | grep -oE ' k[[:alpha:]]+=\\E\Z,'
kcbt=\E[Z,
The [terminfo man page explains what `cbt` is the abbreviation of. (It also gives an example which corresponds to most terminals out there.)
$ man 5 terminfo | grep -w kcbt
key_btab kcbt kB back-tab key
kbs=^H, kcbt=\E[Z, kcub1=\E[D, kcud1=\E[B,
So you have it: `\e[Z` is backtab, i.e. `Shift`+`Tab` (on most terminals).