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The question says it all. If you have a definite answer, it would be great if you could post a photo of the pi zero, where the fuse is pointed out.
The Pi Zero does not have a fuse (polyfuse or otherwise).
See this Raspberry Pi org forum post.
Also see these limited schematics.
NO polyfuse for raspberry pi zero
Thanks to Joan I got the information to complete this request.
Here are the schematics for the power supply of both raspberry pi Zero and PRI 3, .
Raspberry Pi Zero without fuse:
And Here for comparision RPI3 with polyfuse:
It does not have a polyfuse, but good fuses are cheap. If you want a fuse, use a nice glass fuse:
Or a tiny fuse:
To check if you've popped it, just use an ohm measurement. You also do not have to waste a day or more praying that your polyfuse has saved you.
Or add your own polyfuse:
Required, but never shown