Many Zenoss logs are located at $ZENHOME/log/ and $ZENHOME/log/collector_name/ where collector_name is the name of any one collector. Likely you want to look in $ZENHOME/log/localhost/.

The logs are named after each of their daemon counterparts (some exceptions). If you run a 'zenoss status' you can see the various daemons. 

Of most interest here: 
  * 'zopectl' is the web server daemon - $ZENHOME/log/Z2.log
  * 'zeoctl' is the object database (devices, etc) - $ZENHOME/log/zeo.log
  * 'zenhub' is the central broker between all other daemons and components - $ZENHOME/log/localhost/zenhub.log