The shipping manifest obtained on Europa suggests the Cabal sent whatever they found to the EDZ. Search for clues by defeating combatants in Lost Sectors and completing The Pit Lost Sector within Firebase Hades in the EDZ.
During your mission to foil Ixel, the Far-Reaching on Nessus, troubling data pulled from Vex prediction engines foretold a series of futures where Zavala has suffered a final death. Crow believes the Cabal will try to act on these predictions and that Zavala is in danger.