Is The Differential Protection of transformer Provide Protection outside the differential Zone?

Basically it's a Zone Protection. As Differential Protection is a Vector sum of Current on both sides of a Transformer windings. But it also gives Restrain/biased Protection as a backup of O/C,E/F Relay.

Some times ,In case of Dead-Short Circuit/ or Heavy E/f outside the Transformer zone produces differential Current in Relays.Which leads tripping.

Yes , I think this is right