Since they've explored a few times together, Zidane probably knows Castor a little bit. Might have made "you're strong as well as beautiful" comments a few times (and feel free to say Castor kicked his ass if she found it annoying that would make him shut up).

But aside from that, he probably came across her at some point when she was lurking on the beaches or punched the trees and checked up on her to make sure she's ok without pushing her to open up. Give her time. But he'd still look out for her.