I'm thinking about an effect but not sure if Zen2 can do it. Lets say I have 3 articles under Category A. And I use the usual Zen tools functionality to list all the articles under that category and display it in what ever format. Can I have a 'A to Z' somewhere and the 'A to Z' represents the letter of the title of the article and articles that don't fall under any of the letters, you customized a message that would say, "Sorry no articles to display"? So if one of the articles were titled, 'Apple is a great product' then when you clicked 'A' that article would come up and any other article that started with 'A' in the title. But when you click 'B' and there are no articles whose title starts with this letter you'll get a message that say, "Sorry no articles" or something like that. You should be able to customize the message.
Is this possible? If you need me to clarify a bit, I am willing to do so.