Sabalenka recorded her tour-leading 31st victory this season on the Madrid clay, adding the WTA 1000 trophy to titles in Brisbane and Miami.
The fourth-seeded Djokovic suffered a second consecutive opening defeat, after losing his opener against Alejandro Tabilo in Monte Carlo two weeks ago.
Iga Swiatek admits the strict doping protocols can be stressful for players but feels like she has "been through the worst" after surviving her positive test over contaminated melatonin.
The 38-year-old Spaniard, winner of 22 Grand Slam trophies, including 14 at Roland Garros, retired from the sport after his final match at the Davis Cup in Malaga in November.
The top-seeded Zverev, appearing in his first final since losing to Jannik Sinner in the Australian Open title decider in January, had little trouble dealing with Shelton, ranked 15 in the world.
The fifth-ranked Djokovic struggled to find his rhythm in a 6-3, 6-4 loss to Chilean Alejandro Tabilo in the second round, making an inauspicious start to his clay season.
The 19-year-old said that he had filled out his withdrawal form ahead of his match with Spaniard Roberto Bautista Agut and went to the referee's room -- but the official was out for lunch.
The Spaniard world number three, speaking ahead of the Miami Open, said he had not been given any notice of the legal case from the Professional Tennis Players' Association (PTPA) or the strongly-worded statement issued on Tuesday.
A four-time Grand Slam champion, Alcaraz said he was too focused on what weapons British left-hander Jack Draper might bring and unable to calm the pre-match jitters that prevented him from rising to the occasion.
"I don't have any limitations in my mind. I still want to keep going and play as long as I feel like I can play on this high level."
"So let's see if at the end of my career it's going to be 25, 30, 15, four (Slams). I don't know. All I want to say is I want to keep enjoying and let's see what the future brings to me."
"To all the fans that have had respect and stayed here tonight, I thank you from the bottom of my heart and I appreciate it," said an angry Djokovic.
"Of course, I didn't want to take his last match away from him. But at the end of the day I think a lot of the players in a similar situation would have done the same thing, prioritising their body."
The Spanish world number three came through 6-3, 6-4, 1-6, 7-5 against his 16th-ranked opponent to book a spot in the last-eight of a major for the ninth time in just 14 appearances.
On a cold and wet day at the All England Club, only three of the women's top 10 were left in the draw, while Andy Murray's Wimbledon career ended with a whimper when Emma Raducanu pulled the plug on their mixed doubles plans.
She left Manhattan with the world at her feet, but the problems that have dogged her since provide a cautionary tale about the pitfalls of sudden celebrity.
Seven-time champion Djokovic is chasing Roger Federer's record of eight titles at the All England Club and his 25th Grand Slam title in total.
Czech Vondrousova, who became the first unseeded woman to lift the title last year, earned a far less welcome accolade after a 6-4 6-2 defeat by Spain's Jessica Bouzas Maneiro.
Alcaraz, 21, beat Novak Djokovic to the title a year ago and has since taken his Grand Slam haul to three after winning the French Open earlier this month and despite being seeded three will be favourite to rack up number four.
