Zai a NPC that was a part of the crew of the Phoenix Nebula. She was the ship's Second Mate before she left. Before the Nebula, she was 'owned' and served Lyn Anguillath in the Lunar Pirate Federation.
Little is known about Zai's early life, only that she grew up an urchin in and around Taltigo. She was bought into Lyn Anguillath's service, and she became one of her assassins. Lyn was always nice to her, but she never let her forget that she owned Zai and that she could easily force her to work at her brothel instead.
In 3E450, the crew of the Phoenix Nebula met Lady Lyn and Zai. She worked with them as well as fellow changeling Nyx and helped save some of Lyn's slaves. Nyx eventually freed Zai from Lyn's service using a pirate coin, something that surprised her. Zai disappeared for a bit to think about her feelings and collect her thoughts, and while she did join the party she didn't reciprocate Nyx's romantic feelings much to his dislike. However, the two eventually found common ground as friends.
Zai stayed aboard the Nebula for the next few years, and become the ship's second mate after Sif. She even learned how to ride Duck Norris.
Zai later helped saved the world when the Abyssgate opened in 3E452. After having spent nearly 3 years with the Nebula, Zai aimed to go explore the world and possibly even find Nyx again. It's implied that Zai did meet with Nyx again on her travels and sent him back to Shidono Temple.