The structural characteristics of zonal flows and their roles in the nonlinear interaction of multi-scale multi-mode turbulence are investigated numerically via a self-consistent Landau-fluid model. The multi-mode turbulence here is composed of a shorter wavelength electromagnetic (EM) ion temperature gradient (ITG) mode and a Kelvin-Helmholtz (KH) instability with long wavelengths excited by externally imposed small-scale shear flows. For strong shear flow, a prominent periodic intermittency of fluctuation intensity except for dominant ITG component is revealed in turbulence evolution, which onset time depends on the ion temperature gradient and the shear flow amplitudes corresponding to different KH instabilities. It is identified that the intermittency phenomenon results from the zonal flow dynamics, which is mainly generated by the KH mode and back-reacts on it. It is demonstrated that the odd symmetric components of zonal flow (same symmetry as the external flow) make the radial parity of the KH mode alteration through adjusting the drift velocities at two sides of the resonant surface so that the KH mode becomes bursty first. Afterwards, the ITG intermittency follows due to nonlinear mode coupling. Parametric dependences of the features of the intermittency are elaborated. Finally, associated turbulent heat transport is evaluated.