Hi Oakhouse, I am not sure what you are trying to say here. Of course a zener will start to pass current at a certain voltage and in that respect it is no different to any other kind of load, say turning the headlight on, so any reasonable load will reduce the output voltage from the alternator. Under these conditions, like any other circuit, there will be a "return" current equal to the load current.
If I understand your question about testing the zener in the workshop, I have not seen the Lucas test but would imagine it uses a separate (variable) voltage source to give the 2A test current you mention. I would be very surprised if this test were supposed to be carried out with the zener still connected to the bike's wiring as this would make it impossible to test unless the battery is also disconnnected. Provided the alternator is NOT running the question of return current during the test is therefore irrelevent.
Remember that the alternator produces d.c. to charge the battery through the bridge rectifier, so, when the alternator is not running, apart from a tiny leakage current in the rectifier, all return current into the alternator is blocked by the rectifier. (Otherwise your battery would get discharged by the alternator)
Note also that the zener voltage is chosen to start loading up the alternator only when its output voltage starts to approach the maximum battery "on charge" voltage. This current increases through the zener progressively as the the alternator output tries to rise, e.g. with increased r.p.m. so that an approximate "equilibrium" is achieved.
When the alternator stops, and charging stops, the battery terminal voltage drops below the zener voltage. This prevents the zener from discharging the battery (barring a faulty component).
Hopefully the above explains how the whole system works.