I'm glad Zhao has remained The Dragon.
In tropes, The Dragon is the right-hand of the boss. From everything we've seen in 2.8 and going forward, it seems we have a high chance of seeing Zhao because she serves as the second to the enigmatic boss of Krampus, and even when the boss finally reveals herself I imagine Zhao will be close at hand every time. Zhao has an easier time worming her way into Krampus PVs, like Promeia's, while Banyue will likely never be seen again simply because he wouldn't be attending those boardroom meetings.
I'm sure eventually Zhao will fade away like most agents after their story, but as long as Krampus remains relevant in the plot, Zhao will remain relevant in the plot. I believe wholeheartedly she will have a role to play in season three.