The 20-year-old Osaka required a medical break in the second set for what appeared to be lower back pain. "I'm just thinking one match at a time, and it can only get harder from here", said Osaka, who cried following her U.S. Open win that was overshadowed by Serena Williams' altercation with umpire Carlos Ramos.
The 45th-ranked Zhang - with the crowd on her side - raced into an early lead against an unusually erratic Osaka, who had won 24 of her previous 28 games.
"I feel great being here".
"Playing against Donna, I had some problems with my stomach muscle and never expected to go further".
Sevastova retired from tennis in May 2013 and studied leisure management instead after becoming frustrated by injuries. Caroline played wonderful today, it's always tough playing against her and I have never won.
Wozniacki is in the hunt for her third title of the year, following her Australian Open triumph in January and her victory at the Eastbourne International in June.
Top seed Juan Martin del Potro will be strong favourite when he faces unseeded Georgian Nikoloz Basilashvili in the men's final later Sunday.