Well, at least I was only half right...
Yona did get to meet with Shin-ah, but he still evaporated. x.x
As for Zeno... I doubt he would side with the enemy to be able to die.
He's been so self sacrificing throughout the series. Even when he showed his "true self", his negative/tired of life attitude wasn't directed at anyone else but himself or the selfish dragon who made him like this. In chapters 106-108, unless I am remembering incorrectly, he showed genuine care and concern for his fellow dragons.
If anything, I believe that his being "caught" refers to the hints in his dialogue, during and preceding this arc, that would allow the astute reader - not me - to piece together what might be going on.