I thought he snuck on the airship...
After everyone was done eating and Jack left, Zero immediately went to his room to try and collect himself, running over the footage of the last 'fight' with the Samurai and trying to figure out who he was and what his strategy was like. To him it seemed to end a little too quickly, all he saw was himself swinging and missing a few times, then falling to his knees and screaming when his arm was ripped off. Then the video stopped, leaving Zero absolutely nothing to work with. If I couldn't defeat him, then how did they...
Oh. Speaking of which, he thought; his arm. He heard the repair bay door close and light footsteps (from what he assumed was Youmu) walk away from it. He exited his room and went to the bay, powering on the seemingly new tech and had it scan his arm. Three times he did this, until the third when it still clearly stated that nothing was wrong, and he finally sighed and gave in to just trusting that Red didn't do anything to him. Slumping a bit on the wall, he could slightly hear Rihanna talking to Youmu through it, but decided not to go out and talk to them directly. It wasn't until then that he realized he was incredibly tired. He found a new recharging machine included in the revamped room and decided to try it out, laying down on the medical bed nearest to it and plugging himself in, uncertainty and fear clouding his dreaming.