According to the Wikiopedia article on Franco-Belgian comics, Coeur Valliants didn't cease to exist when the Nazis invaded France, and in fact continued to be published throughout the war.
Here's the link to the article:http://en.wikipedia.org/wiki/Franco-Belgian_comics
And here's the relevant passage:Interestingly, a lot of the publishers and artists who had managed to continue working during the occupation were accused of being collaborators and were imprisoned by the resistance, although most were released soon afterwards without charges being pressed.
As an example, this happened to one of the famous magazines, Coeurs Vaillants ("Valiant Hearts"). It was founded by abbot Courtois (under the alias Jacques Coeur) in 1929. As he had the backing of the church, he managed to publish the magazine throughout the war, and was of course charged with being a collaborator. After he was forced out, his successor Pihan (as Jean Vaillant) took up the publishing, moving the magazine in a more humorous direction.
That doesn't answer your question about when Jo and Zette in the Land of the Maharajah
ended its serial run in Coeur Valliant. But if the story started in April 1939, maybe it just had time to reach its conclusion before France fell to the Nazis in May-June 1940.
In any case, if the magazine kept going for the duration of the war, then presumeably Hergé would have able to keep drawing the strip and sending it in even after the fall of France, if he'd needed to. Though I don't know what the logistics of posting artwork from occupied Belgium to occupied France would have been.
I couldn't find much else on Coeurs Valliants on the web, though logic tells me there must be more details about the magazine on a French website somewhere, given how seriously they take their BD history.