Pokémon almost never appears in Nintendo Directs. It has before (last time I think was Sword and Shield Expansion Pass, maybe Scarlet and Violet appeared once), but we're still like a year away from Z-A. Pokémon also sometimes hosts summer Pokémon Presents. The one in 2021 revealed Wyrdeer, Basculegion, and Hisuian Braviary for Pokémon Legends: Arceus. So if we get any Z-A info soon, it would be in a Pokémon Presents.