  KLR algebras of affine ADE types are known to be properly stratified if the
characteristic of the ground field is greater than some explicit bound.
Understanding the strata of this stratification reduces to semicuspidal cases,
which split into real and imaginary subcases. Real semicuspidal strata are
well-understood. We show that the smallest imaginary stratum is Morita
equivalent to Huerfano-Khovanov's zigzag algebra tensored with a polynomial
algebra in one variable. We introduce affine zigzag algebras and prove that
these are Morita equivalent to arbitrary imaginary strata if the characteristic
of the ground field is greater than the bound mentioned above.
