Episode 3 of "Zero Day" kicks off with Evan Green meticulously preparing for his upcoming show, his mind adrift in contemplation as he ponders the shadowy existence of the Reaper. He levels harsh criticism at George, lambasting his mass arrests and his tendency to scapegoat ordinary Americans.
Elsewhere, George, upon reading about the ominous side effects of his medication, angrily tosses the pills aside. Meanwhile, Valerie storms into the picture, replacing Roger with a flourish and engaging in a sharp-tongued exchange with him. She usurps his office, asserting that all visits to George must now pass through her. She takes a dig at George for being Roger's Narcotics Anonymous sponsor, casually revealing Roger's struggles as a recovering addict. Roger, undeterred, retaliates by bringing up Valerie's affair with George, hinting at the former president's unease when Sheila rehired her.
Concurrently, Jeremy issues a stern warning to George, urging him to toe the line, but George defiantly refuses. Jeremy, mistaking George's ignorance for a threat involving Proteus, grows increasingly agitated. However, George remains in the dark about the mysterious reference.
As Day 15 dawns with no tangible progress following the mass arrests, Dreyer issues a command to Alex, tasking her with delving into George's affairs. Evan Green fuels the fire, claiming that George has arbitrarily arrested Paul, an innocent Mexican youth. Alex finds herself reluctantly resorting to leveraging her status as Dreyer's daughter to gain access to the truth, a maneuver she deeply despises. Dreyer, unyielding in her quest for order, insists that no one will challenge her authority if she can restore stability to the commission, ultimately giving in to Alex's plea.
In a separate corner, George instructs Roger to produce irrefutable proof of Anna's demise and burial. He further tasks Roger with refilling his prescriptions, a request that irritates Roger to no end. Adding insult to injury, Lyndon looms over Roger with a chilling ultimatum: fail to frame Zero Day on Russia, and he will expose Roger's role as a mole.Alex makes a call to schedule an appointment, only to discover that Valerie has ascended to the position of Chief of Staff. She's incensed with Sheila over this development, yet her mother insists that her sole concern is George's well-being. Matters appear increasingly grim, as the commission reveals no record of Paul's arrest. Evan Green persists in spinning conspiratorial narratives entwined with George, causing his approval ratings to plummet. Additionally, an influencer exposes Lyndon's premeditated actions leading up to Zero Day, highlighting his surprising immunity from arrest.
In the meantime, Alex seeks George out to inquire about the mass arrests, but he stonewalls her, refusing to offer the committee any explanations. Roger encounters a grim discovery at the cemetery—a body in Anna’s coffin—prompting him to arrange for a DNA test. Out of the blue, Natan appears, asserting that both he and George must vanish. "They" have compromised George, rendering victory all but impossible. Natan further probes if George is experiencing hallucinations, leaving Roger baffled by this unhelpful visit.
Carl eventually unearths the truth: they were meant to apprehend Paul's brother and work towards his liberation. Mitchell's resolve wavers under the scrutiny of the public, and the commission frets over losing her crucial support. They ponder whether they ought to abandon the Reaper lead and explore alternative avenues.
George, trusting his instincts, delves into the interrogation records. Hayes from North Dakota, under whose name wire transfers were executed, stands out as the lone worthwhile arrest. When Hayes resists breaking, George decides to personally interrogate him after scrutinizing his file. The former president initially charms George, forging a connection over their shared military backgrounds. As Hayes opens up, George swiftly turns the tables, menacing his immigrant friend, ailing father, and seven-year-old son. He exits confidently but abruptly overheads the chilling phrase, "Who Killed Bambi," casting a pall over the moment.
As Lyndon forcibly brings Roger onto his yacht, protests erupt outside, casting a chaotic backdrop to their confrontation. Lyndon offers Roger a final reprieve—to bring down Green, who exposed him publicly. To sweeten the deal, he supplies intelligence on Anna. Roger, steadfast in his refusal to manipulate George, faces Lyndon's reminders of his compromising secrets.
Meanwhile, Hayes cracks under pressure and spills the beans on Leon, the mastermind behind Zero Day. Their server farm, nestled in Idaho, comes under scrutiny, with George noticing Hayes's eerie penchant for quoting George Orwell, a trait shared by Green. Valerie and Carl remain unperturbed, but George senses an ominous coincidence. Suddenly, the song "Who Killed Bambi" echoes through the air, its playback marred by glitches. Despite his efforts to trace its origin, George remains unsuccessful.
On Day 18, they infiltrate the Idaho server farm and discover attempts to incinerate the equipment. Roger, fulfilling his role as George's confidant, refills his prescription and shares Lyndon's intel—Hayes and Green, classmates and frequent co-attendees at various events, including one where Anna was also present. Valerie urges a focus on the farm, arguing that the evidence linking Green is circumstantial. However, George, increasingly provoked by the influencer, overrides her objections and orders Carl to apprehend Green without a warrant.
Amidst the chaos, Roger, driven by curiosity, delves into George's diary. The entries detail the eerie music, a controlling presence, Anna, and the haunting melody of "Who Killed Bambi," leaving Roger deeply concerned.
A leak surfaces, and news outlets report on Green's connection to Hayes. Dreyer informs Alex of Green's forcible arrest and their urgent need for a contingency plan. Roger, overwhelmed by the unfolding drama, seeks solace in alcohol and kisses Alex impulsively.
Similarly, Valerie seeks Jeremy's counsel, hoping to rein in George's aggressive stance. She ponders George's inexplicable mention of Proteus, revealing that he was the one who ordered its termination. Jeremy asserts that someone else has revived the program. As Zero Day Episode 3 concludes, George visits Green in prison, his tone dripping with sarcasm and contempt.
