My top recommendation would be Plitvice Lakes National Park unless you're unlucky with the weather, by which I mean heavy or persistent rain. It would be best to spend the night before your park visit as close to the park as you can so you beat the day-trippers onto the trails. I don't know about late-September/early October, but the park can be unbelievably swamped (I mean peak-season Venice- and Cinque Terre-level swamped). You can go from Split to the park and then on to Zagreb by public bus in the summer. I assume that will still be possible at the time of your visit.
Zadar is a nice coastal town north of Split with a picturesque old town. Worth a half-day stop if you happen to have the time, but I think most people would rank an island visit higher. Zadar's much easier to get to, though, and if you happen to have a half-day free on your way to Plitvice or Zagreb, I don't think you'll be disappointed in Zadar.
I enjoyed Zagreb a lot. It has an active café culture and a youthful vibe. The hilly old town is very pretty and could easily absorb an entire day for just walking around. There are two fun museums in the upper old town, a small but good museum of naïve art and the "Museum of Broken Relationships". You have to be willing to read a lot of (English-language) text in the latter, so it may not be for everyone.
The area roughly between the old town and the train station has a number of large and quite good more traditional museums. The tourist office has a museum-specific pamphlet that will help you decide which ones might be worth a stop.
There are some markets in the old-town area as well. The tourist office will be able to provide details. There's a branch at the bus station (upstairs) as well as one somewhere in lower part of the old town.