I was actually thinking something along the lines of Possibility number two:
Partly because when she was put into a coma, Helena - a woman with power, and the potential money/resources could move Zoe to a secure location, and perhaps hook her up to a machine in a similar way to Peats. We still don't know the true reason she wanted to kill Faith, and it's not impossible that everything happening within WATICorp is part of her plans (what people say in TLJ and that they do don't often work out as the same thing). It's therefore possible that Zoe has projected herself in a similar way that Faith managed in the Wire.
When she disappeared in Stark, it was closer to her teleporting to other locations outside of her body, as when she actually left Arcadia, the clothing remained. Every other teleport in the last game, her clothing travelled with her.
I wonder too if she appeared in Propast because that's where she's needed most. It's a key location that shows how truly dire the situation is in Stark, which in turn motivates Zoe into taking action (repeatedly, in fact), mirroring her being sent to witness April's ''Death'' (in quotation marks simply because I don't think we've seen the last of her).
Partly related, but given how long it'd been since I last played Dreamfall: TLJ, I'd forgotten about Reza at the end of the game, as well as a few other bits here and there. I completed the game earlier, and a few things stand out:
Damien and Olivia being killed off, as well as Reza being alive. Two characters that were assumed to be alive but in hiding, and another we'd been told twice in Dreamfall was dead's alive and well, and living in Par-Propast. It feels to me that there's something very off about Stark.
It's possible that they decided to tidy up the cast of characters to make it more accessible to those coming into the story with Chapters. However, they could have set up Damien as her boyfriend, or even simply had Olivia in the role filled by Mira. The fact she knows about their passing feels like it's a deliberate nod to us. For newcomers, the names mean nothing, and to veterans, we already have reasons to accept they'd simply not be in Propast with Zoe.
One last thing, though related to the first paragraph: We know from what Damien said that when connected to a Dream machine, subliminal messages - even brainwashing - was possible. We know Zoe's unique when she dreams because of what Peats tells her. So perhaps they've found a way to keep her in Dreamtime, believing she's not in a lucid dream and thus worm their way into her dreams. I say this, because it's possible she's being used as either a conduit, or something else, to aid in the bridging of Stark and Arcadia. Her being connected to a Dreammachine, and actually ''being'' in both worlds (through projection, maybe) could be the key to their plans. If dreams shape reality, her ''dreaming'' the events of both worlds could be essentially writing a truth they need for their plans to come to fruition.
I think Queenie and other allies of hers are either mental safeguards that have detected there's something ''off'' or else other powers that exist within dreams that sense she could be the only one to stop what's happening, if only she could ''wake up''.
Of course I could be completely wrong, but it's at least a theory. And we all love them, right?