No foal yet.
http://www.zenyatta.com/news/zenyatta-update I knew the Mosses had just gotten in to be there for her foaling and thought it a little odd that they'd cut it that close. I bet someone just assumed her owners are in town, she must be in labor. I got the impression they didn't fetal sex their mares, so they wouldn't know it was a filly or not to have even leaked that much to someone.