The thing with dungeons is that they're fixed events in the storyline of the game. You replay them but your character hasn't actually gone back to the place, they're just reliving memories of what happened the one time they went there. You fight and kill the same unique enemies. (When you *do* really go back in the hard mode dungeons, events are different.)

Zenos shouldn't randomly appear in Sastasha, because he was never in that place at that time - and what would he do anyway? Either wipe your party in two seconds, or refuse to fight. And then it would mess with the timeline because now you may or may not have already encountered him when you "first" meet him in Stormblood.

So you're left with things happening in the overworld - FATEs are kind of sort of that effect. Any time you see NPC characters moving around in field areas, follow them! 'Listen' to their speech bubbles, talk to them directly if you can, track their little stories as they unfold to set up the monster encounter. There are a number of story-chain FATEs I still haven't got to follow properly, like the attack on Highbridge, and in the Azim Steppe there's a whole side story following a minor tribe through different events. (I got a few bits of it but then I - and they - got defeated in an encounter with an enemy tribe, and I need to pick up that storyline again sometime.) I suspect you may need more people with you to actually succeed in the battles.