It's in a deeper folder in kazmatch

s.xcconfig   =  { 'HEADER_SEARCH_PATHS' => '"${PODS_ROOT}/cocos2d/external/kazmath/include/**"' }
Instead of
s.xcconfig   =  { 'HEADER_SEARCH_PATHS' => '"${PODS_ROOT}/cocos2d/external/kazmath/include"' }
because the real path for headers of kazmath is
YourCocos2dSourceCodeDownloadedFromInternet/external/kazmath/include/kazmath/