|Book(s)||A Storm of Swords (appears)|
A Storm of Swords
Zei flees Mole's Town for Castle Black at the Wall when the wildlings attack the castle from the south. She helps defend the castle, proving to be efficient with a crossbow. When the attack from the south is over, she stays at Castle Black to help defend the Wall from the wildling army besieging the Wall in an attempt to break through the gates.
Jon Snow sends Zei to Mole's Town to request help from the villagers who still remain. When she does not return, Jon sends Mully after her. Mully reports that he found the town deserted, and that Zei was gone as well.