If an exception is thrown in the ZK life cycle during a ZATS test, the exception does not affect the test. I would expect such errors to be within the scope of the test suite as they indicate the page is not functioning well. Such errors include problems in the ZUL file, exceptions thrown while initializing the Composer (normally throwing a 500 status code) or errors in the AJAX life cycle (normally displaying the ZK error window).

Preferably, by default, these errors would bubble up to the test case as a normal exception would. There, exceptions could be caught/handled/expected as appropriate.