If Zexion was nervous, he didn't show it.
He'd read up on much of what comprised the list of Dangerous Clans of Spira and although Khamja invariably came out on top if not for the acts they committed in the name of their Clan, but for the numbers in comparison to similar groups, he wasn't as scared as he should be.
There did, after all, have to be a reason for his capture. It was due to that fact that he didn't think that they were out to kill him, not just yet, at the very least. That the three people who came to 'collect' him, apparently already knowing of his recent defection from The Order, happened to be the ones that he'd had a hand in fighting back when they'd first arrived on the world made him suspicious.
Lumi was difficult to guage, Kuja was known to be dangerous and Marluxia had a very good reason for wanting to exact some kind of revenge on him. It made his situation very awkward. Even so, if vengeance for blocking an attack and his attempting to throw a spanner in the works of another much earlier betrayal weren't reasons to bring him to the Khamja headquarters. If they'd been that bitter about things, they'd have killed him immediately. It was because of that fact that he wasn't too worried. He figured that they might want him for something, though whether that was a good or bad thing remained to be seen.
Still, he was currently being held. They'd spoken of 'debriefing' him, which made him wonder if they were planning to induct him or something equally preposterous. He sat in the room he'd been confined to and awaited collection for the 'meeting'.