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: