How to allow a "ICMP Echo Request" on the zone drop of firewalld

As workaround you can try add into /etc/rc.local

firewall-cmd --direct ipv4 -A IN_drop_allow -A INPUT -p icmp -m icmp --icmp-type 8 -j ACCEPT

Because for the zone definition:

drop

Any incoming network packets are dropped, there is no reply. Only outgoing network connections are possible.

This zone not allow any connection for outside to inside for this reason is not allow to make any permanent rule only is allow to have runtime rules, but you can allow connection to specify service or protocol using the workaround for have services or protocol enable in a drop zone.