Believing there to be no other options in the fight against the Witness, Commander Zavala has left camp on a mission to give himself to Darkness.
What's worse is that he might not be wrong. If the Traveler can't provide you with answers about what to do next, then maybe the entity that reached out to Zavala can.
Whatever happens, he shouldn't have to face it without his Ghost. Partner with Targe to prevent Zavala from losing himself to Darkness.