Zoe actually had a degree of fame coming into work for the Orpheus Group; prior to becoming an agent, she worked as a famous daredevil. It was her desire for fame that drove her to the more dangerous stunts that attracted Orpheus' attention in the first place. Zoe was intrigued by this new field and signed on; she's a dedicated agent, but her habit of tempting fate has almost cost her a few times.
Zoe actually remained out of much of the bulk of the Orpheus metaplot; she did go with the rest when NextWorld wiped out the company, but otherwise played mostly minor roles up until the end, when Lazarus Redux lead a charge into the Shadowlands to challenge Grandmother. While in a hideout, the group was attacked by an army of Spectres. A passageway out was found, but the agents needed a head start. Zoe provided it when she pulled part of the corridor down on a charging group of Spectres; she was caught and killed in the ensuing cave-in, thrilled to the last that she had done an act of bravery no one had accomplished before.