Yeah, Zenos being completely deranged is worthy of dismissal. With that said, there's the use of '...' at the start of his sentence which suggests he feels something. Added to Elidibus stating that he wants to 'comfort' Varis then it could be that Varis does wish that things had turned out differently with Zenos and if Elidibus poses as him it adds further complications to the situation.
He's also lost his best friend recently, so he's suffered more personal losses than many in the story. I doubt he's emotionless - he likely just guards his emotions well...especially around someone like Elidibus.
