I do not think that questions favor Dani over Zach, Zach has won a couple of HOH's with questions. Most recently, the one he won Thursday against Dani. I think a timed puzzle or a competition such as the veto the other day would favor Dani but not straight up questions.
I have never really heard Zach gloat. I have heard him say "yes" when he wins something but that is it. Although after what Dick put him through last night, or for that matter the last couple of days, he has every right to gloat. Dick has been so confident that Zach was not going to the final 2, he just would not shut up about it. I think that little tactic is fueling Zach, not hurting him. D&D would not throw that comp last night because I believe they are scared of Zach, it is like they are trying to convince themselves by all their talking and harrassing of Zach that he has no chance. They both know this will not be easy to win on Thursday. If they do not go to the final 2 together, they have no chance of winning the money.