They picked up the new passenger on Persephone, while running yet another errand for Badger, and while Zoe didn't cotton much to the supernatural, the guy was the kind of man whose looks made you wonder if angels or demons existed. Oh, he was polite enough in a coolly formal way, but something about him made her suspicious. It wasn't the guy's missing right eye, replaced with a top-grade cybernetic implant, which mirrored the other eye: she'd seen men after the war with much cruder models. It wasn't the guy's ghostly-pale skin and silvery white hair, matched by the tailored white suits he always wore: she'd seen albinos before and to her, it was just a skin color; a passenger could be green-skinned, for all she cared, or blue-skinned, though that would have sent River into a tizzy if the girl didn't suddenly get violent.
Something about the guy twigged Zoe's watchdog senses, before the night he emerged from Inara's shuttle a bit quicker than when he went in, something which rarely happened and when it did, it meant the client defined "trouble". Even before River started yattering about a voice behind the guy's voice: that and her kookiness didn't phase him at all; he actually seemed charmed by it. Jayne was sure they'd picked up another fugitive, but no bulletins on a man matching the newcomer's description came up on the Cortex. And there didn't seem to be much data available on him, either: the guy was almost as ghostly as his appearance. Wash was sure the guy was a killer of some sort: "It's those eyes. It's like he'd try to eat us with his gaze if he could," he said, huddling under the blankets one night. "I don't wanna get eaten."
"There's a lock on the door. I don't think he'd eat you: he'd be too busy trying not to get killed," she said giving him a playful nudge.
He also had a strange habit of borrowing the other shuttle whenever they were planet-side, returning hours later with a weird look of satisfaction on his face. The rest of the time, he kept to himself, rarely joining them for meals in the galley, though there were times he would join them for a drink. And he seemed to have an unwholesome interest in Kaylee, who took it in stride, back-chatting with the guy; this didn't please Simon too much, but that didn't last long. Somehow the pale gent got on Simon's good side: Zoe wasn't about to find out how or why. Mal tolerated the guy's presence, but there seemed to be a growing hostility toward the newcomer: whatever they stranger paid as his fare, it kept the ship stocked and fueled for six months, which certainly wouldn't have happened if they'd picked up a fugitive, unless the guy had some way of keeping his assets from being seized or frozen.
But then came the day when they were back on Persephone and an equally strange pair claiming to be detectives approached her, asking questions about a pale man in white. They didn't appear to be Feds -- one was a blonde teenaged kid with brilliant green eyes, and the other was a rumpled fellow with violet eyes -- but Zoe was not about to take any chances. She replied that she didn't know anyone like that: not a lie, as she didn't know the guy in the biblical sense and had no intention of doing so, and she was not about to let anyone who'd shipped on Serenity get caught by the Feds.