I love Nico, but man she seriously talk crazy sometimes, I mean is part of her charm, but thinking back about it, she saying shit about Zack while asking him for a fight with his position on the line, and the latter answering that she 'Is not Worth his time' might be just the truth.
Zack has probably one of the best records among the Captains, he as a level four run into Indra and even managed to see his Weapon(that Indra himself stated on his fight with Syla, only is draw out during a fight that's actually worth it), yeah he was stomped but still, he make the chosen of Power see him as worthy enough, more impressive than that however is Zack surviving against an Avatar of the 7th Apostle, yeah, he had his whole team at the time(though an argument could be made here about it being more a liability rather than an advantage), and he ended all fucked up later but survived the encounter and none of his team(that we know of) died on his watch, that's impressive, even more so since the Lord of Dark seem to be one of the top dogs among the Apostles, having wrecked Memory on an instant and making Ella look absolutely terrified like never after during the 'Too Strong, Too soon' ending.
And yeah, i know that his powers are probably the best to survive against beings stronger than him, but those are still some crazy feats, after all no other Superhuman that we know of, has ever survived an encounter with an Apostle that was Actively trying to harm them, Zack did it as a Level 4, going back to the beginning of my comment, Nico in comparasion was pretty much sweating with only a bad look of Berni, Zack seem genuinely a tier above her.
