This has happened to me both times I've tried to play the new build 39. Both times were multiplayer via steam, just me and my partner playing, the first time i wasabout 5 minutes into playing looting my 2nd house, i was in a small cupboard style room, no windows door closed, and died within moments of being in the room (which was empty). The 2nd time was outside, my partner & I noticed that there was a few zombies attacking an empty car (one my partner had been in it earlier, although I hadn't even touched it) & they were doing the biting animations, damaging me, even though i was no where near them or the car. Also had some teleporting zombies, moving around erratically near the car. I also tried swinging my axe in all directions, which didn't connect with anything. Before dying the first time probably killed 8 zombies, and 2nd time 20-30 zombies.
Currently unplayable for us, hope it gets fixed soon!