Re: This movies connections to Nick Fury vs. S.H.I.E.L.D. (potential SPOILERS)
Yeah, Zola's whereabouts and activities are definitely one of the big questions I'm looking forward to having answered. I remember an interview where he said he thought fans'd be pleased by how his character was interpreted, but I've been surprised to hear nothing beyond that. As you say, Marvel is doing a great job of keeping him off the radar.
Personally, I think he ties in with a recent AoS episode as well.