This is because you’re using the & sign for all of those commands which means they’re all happening at the same time. You need to use the @ sign for the walking command. And like @Martini_98 said above, you don’t need to add the “walk_neutral” command because it’s already the default animation when characters walk.
INT. PHILADELPHIA BEDROOM CANDLE - NIGHT
@cut to zone 2
@zoom reset
@zoom on 640 266 to 122% in 0
@transition iris in 2
@CLEO changes into cleocasual1a
@CLEO spot 1.082 400 155 in zone 3 at layer 3
@CLEO walks to spot 1.082 204 155 in zone 2
@CLEO is dustoff_loop
@CLEO changes into cleopyjama
@CLEO is shiftweight