|Book(s)||A Storm of Swords (Appears)|
A Storm of Swords
Zei fled Mole's Town for the Wall when the wildlings attacked Castle Black. She helped defend the castle, proving efficient with a crossbow. After the wildling attack had been defeated, Zei stayed to help defend the Wall from the wildling army attempting to break through the gates.
After news came of the garrison's late return to Castle Black, Jon Snow sent Zei back to Mole's Town to request help from the villagers. She never returned and when Jon sent Mully, he found the town deserted and Zei gone too.