Zed and John Constantine first met in the streets of London, in the story "Waiting for the Man" (Hellblazer #4), in which she helps Constantine save his niece Gemma. Zed uses her psychic powers to make a sketch draw of the home where Gemma is being captive while holding some of her marvels in her hand.
While John Constantine and Zed are involved in a romantic relationship, two organizations are looking for her: the Resurrection Crusade and the Army of the Damned, both against each other and searching her for different reasons. Preventing the two organizations from find Zed, Constantine keeps her hidden in a close friend's house.
The Resurrection Crusade is a religious group headed by Zed's father who believe in a prophecy that's been found engraved on a stone, in which a new born child, son of God will born of a woman, called Mary (Zed).
Constantine finds himself in a hospital after throwing himself from a moving train when he is visited by the demon Nergal, who forces Constantine to join him to avoid the prophecy from happening and also let him know that his friend Zed has been abducted by the Resurrection Crusade, and his other friend, Ray Monde, who was taking care of her has been killed while he was in the hospital. Constantine finally accepts under two terms: some time "to take care of business", and the help from Nergal to fix his body; Nergal agrees to both terms and fixes Constantine's body by giving him a transfusion of his own healing blood. Nergal heads the Army of the Damned.
Mary is in Blastonbury, in a sanctuary of the Resurrection Crusade; since she was abducted, she was subjected to various psychical and psychological procedures and she barely remembered that she was once Zed and she had a relationship with John Constantine and, we asume, her past in general. Constantine finds her and she remembers him, after agreeing it'll be the last time, they have sex to say goodbye. He leaves her sleeping, knowing that having sex with her after the demonic transfusion would poison her body, accomplishing the task of helping Nergal.
The day of the prophecy has finally come and the Resurrection Crusade, also known as Tongues of Fire are ready for it to happen, they've also prepared Mary to receive the son of God. The gate of heavens open and an angel descends to "fill her with gorgeous light", but the union of Mary with the angel brings unexpected consequences, making a chaos and ending up with Mary's death.