Z is the name of the alien computer controling the centuries abandoned alien spaceship in "Bye. Bye Fly". It appears as a computer chip turned desktop with a virtual body in "Son Of Return of The Fly". Z is absent for no known reason in "Landlord of The Flies". Like said above it is a hiccup continuity-wise. unfortunately there are other error like Krang's bubble walker in Get Shredder instead of te andriod body he was left with. Production staff should be able to catch these errors when reading the script.
Anyway, Z makes his third and final appearance in Revenge of The Fly seen in the form a communicator.