I have serious doubts he's even there. Mammon barely seems aware of what's directly around him and had no idea who Allison was while Mottom recognised her immediately, I would be shocked if either he or 001 even know who Zaid is. I feel like the whole Zaid was in Yre was just a lie and Incubus has had him the whole time and was using her search for him as the hook he needed to offer his deal.