Part of this answer has to lie in the idea that "Zion" represents a sense of hope and redemption.  From the first part regarding a "troubled soul," Baldwin details the challenges that Tish and Fonny face in terms of discrimination, personal and social barriers, as well as fighting through the elements that have constructed their lives as "troubled."  "Zion" might come to represent what lies after these issues have been faced and confronted.  The second part of the novel is comparatively shorter than the first part, indicating that there is more of this part waiting to be written.  "Zion" as a place of hope or something fundamentally transformative from what is can also be seen in the ushering of the child of Tish and Fonny.  This child will be born in a world where sacrifices have been made to make it better than it was, as good as it could be.   "Zion" becomes a pivot to this redemptive element more than the "troubled" nature of the world that precedes it.  For Baldwin, the future, one in which Fonny can see freedom and his child can be born, is a new world waiting to be born, and through this "Zion" is envisioned.