Here's what he had to say about it:
In advance of the second collection dropping in two days, we decided to share what we do for free, and therefore we present chapter nine.
Chapter nine is, as all other chapters so far, self-contained and simultaneously an important part of the larger whole. It’s set in 1993 Bosnia. It is, at least to me, the saddest issue of them all, and there’s a rather haunted quality to it.
Kot describes Zero as "What would happen if James Bond really existed?" and then took a really dark turn, and that's a pretty good description of a story that runs back and forth across time and uses a ton of talented creators in collaboration with Kot.
Both Panel Patter's own James Kaplan (review here) and my Newsarama boss and friend, David Pepose (single issue review here) are big fans of Zero, so if you haven't had a chance to check this one out, why not go to the link and sample issue 9 to see for yourself?