In chapter 2.
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Usually, Zeena leaves the key for them under the mat. But the key isn't there, and Ethan worries that something has happened. He hears noises inside the house, and the door opens . . . revealing Zeena. We can infer that Zeena's intent may have been to catch her husband and Mattie in a compromising position..... none-the-less, her action was likely a warning that although she isn't always seen...... she's there.