The below sample illustrates that we order Z descending if Zone is an even number, order Z ascending if Zone is an odd number.
declare @WhLocation table
(
LocationId int identity(1, 1),
Zone int,
Z varchar(20)
)
insert into @WhLocation values
(1, '2'),
(1, '3'),
(1, '1'),
(2, '1'),
(2, '3'),
(2, '2')
SELECT * FROM @WhLocation
ORDER BY
CASE WHEN Zone IS NOT NULL AND Zone%2=1 --odd number
THEN Z END ASC,
CASE WHEN (1=1)
THEN Z END DESC --NULL OR even number