This will only be an illustration of Robjohn's excellent answer.
There is large numerical instability while evaluating this integral (the numerical results returned by CAS will depend of the precision required and the method used : I got values ranging from $1.5$ to $5$).
The problem is that the exponent will take the value $0$ for $\,z=\pi n\;$ as illustrated :

So let's rather evaluate :
$$f_n=\int_{\pi n}^{\pi (n+1)} e^{- z^2\sin^2(z)} \,dz$$
I got :
\begin{array} {c|c}
n&n\,f_n\\
\hline
10&0.538590916089835479\\
100&0.561397879233431915\\
1000&0.563907784742113993\\
10000&0.564161377032037476\\
\end{array}
confirming Robjohn's $\dfrac 1{\sqrt{\pi}}\,$ coefficient and the divergence of the integral.