HRM monitors

There are no devices that I know of that are both an activity tracker and HRM.

If you go with a HRM, you want to get one with a chest strap. The ones that do not have one are far less accurate.
A good read when considering a HRM
http://www.myfitnesspal.com/blog/Azdak/view/the-real-facts-about-hrms-and-calories-what-you-need-to-know-before-purchasing-an-hrm-or-using-one-21472

I actually found one, its the Polar FT4. It has a chest strap and watch so it calculates both. The one I bought is for cross training and fitness. I mainly do Zumba so I needed a simple one. They also have ones that have GPS.
http://www.polar.com/us-en/products/get_active/fitness_crosstraining/FT4

I may be misunderstanding what you mean by activity tracker - usually people refer to FitBits and other devices you wear all day long to monitor you daily activity/calories. You can wear your Polar all day long but it won't give you an accurate calorie estimate like the activity trackers do.
Also keep in mind when they advertise a HRM for different activities, that does not necessarily mean they will give you an accurate calorie estimate for that. There are HRMs advertised for use with strength training, however, it is for monitoring HR during exercise to know when you are ready to workout again. The calorie estimation formula is not accurate though.

Polar should be find for Zumba. Again, I thought you were looking for something to wear all day.

I'm just worried the strap won't fit. It says it's a M-XXL but I have a small waist and im afraid it'll be too big.

It fits under your bra line, so it will be larger than your waist. I don't have a polar but all the HRM straps I had a pretty adjustable.

My HRM strap is a little large, but I just use a hair tie (or tie some of the elastic in a knot) to shorten it slightly and this works fine!