Whom were the daughters of Zelophehad told to marry, so their inheritance stayed in the tribe?

Answer: Men of their father's tribe

They could marry anyone they pleased within a clan of their father's tribe, so no inheritance would pass from tribe to tribe.

“This is what the LORD has commanded concerning the daughters of Zelophehad: They may marry anyone they please, provided they marry within a clan of the tribe of their father. No inheritance in Israel may be transferred from tribe to tribe, because each of the Israelites is to retain the inheritance of the tribe of his fathers.”— Numbers 36:6-7 (BSB)