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What a world. If anything, Zetta should be happy that he's been whisked away to a pocket dimension, all by himself. He can't be punished for his failure while he's here, can he? Knowing Madame X, she can probably reach him even here, but he can't bring himself to care either way.
It's not just about the mission. He killed her. Maybe not directly, but he drove her to her death. And maybe he's always hated her, to some degree, maybe he's even wished she was never born so he wouldn't have to suffer on her behalf, but he never wanted this. In his lowest moments, Zetta thought he wanted Melia to suffer, and when it was finally time to retrieve her, he still thought he wanted it. Even as something crept into him and sank inside, he had so many plans.
Once she was in custody, he had a lot to say to her. He didn't expect her to be interested in listening, but he wouldn't give her a choice. But really, what did he hope to accomplish with that? To make her nearly as miserable as him by telling her what he went through because of her? Would that even have made him feel better? He has plenty of time to think about it while he's all alone.
Of course, even this peace and quiet couldn't last. How long they've shared this space, neither of them would know, but one of the times Zetta chooses to stretch his legs and walk the loop of this tiny realm, he notices Jenner sitting with his head in his hands. He must think he's alone, just as Zetta did; just quietly sobbing to himself and making no attempt to hide it from him.
Awkwardly, Zetta tries to put as much space between them as possible, but it isn't much. Jenner was never supposed to get so attached, but he really saw Melia as his daughter, didn't he? He gets the urge to apologize, in a pathetic attempt to absolve some of his guilt that only continues to build, but he doesn't dare to make a sound. Jenner thinks he's alone, and probably wants to be. Zetta quietly lies on the floor and listens to him cry.
He closes his eyes, feigning sleep when the noise finally dies down. He hasn't looked over at Jenner in a while. Maybe he cried himself to sleep.
Zetta hasn't been able to sleep very much here, himself. It's difficult to tell how much time has been passing, but he can feel the effects of sleep deprivation either way. One of the times he did manage to sleep, he dreamt of being free. In that dream, all he felt for it was a gripping, paralyzing fear.
Why did she have to resist? If he'd been less spiteful, was there anything he could have said to make her come along quietly? Could he have chased her in a different direction, somehow? If he could go back, he could cut her off at the pass, maybe not lead her to her doom this time-- but then, he'd be doing that anyway, in the end, wouldn't he? Either she gets away and Zetta suffers for it or he captures her and Melia gets to suffer for once, but it's not like he'd be freed in exchange.
Even if he were, what life would he have? Zetta doesn't know how to exist as anything but a weapon to be pointed at something, and his rage only ever helped that cause. With no target, no mission, no way of being used for anything at all... it dies down. It leaves room for other emotions in its absence, and he doesn't even have the energy to hate what he feels. All he can do is lie there and let it wash over him, and it's almost as calming as it is distressing.
He'd like a drink, he thinks. Something from Neved's bar. Despite everything, he's always felt oddly happy when buzzed. Neved told him, quietly one night, that alcohol is a broken man's painkiller. Neither of them elaborated further as Neved mixed the cocktail and Zetta drank it. They had a moment of somber understanding without needing to say another word.
Something close to a connection. Zetta knows he doesn't truly have anything like that with Team Xen. It's possible he would have been better off if he'd simply evolved into a Reuniclus instead of a human. He could have been someone's partner, could have lived a simpler life even as a tool where maybe he wouldn't mind so much, unburdened by a human's higher intelligence. Now, it'd be torture for him to go back. He already has no agency as it is, being reduced to such a small, worthless creature again would be the end for him.
Then he starts to wonder if that would really be so bad.