Thanks for posting your question in the Microsoft Q&A forum.
When a VM configured with Availability Zones fails in one zone, the data disk does not automatically attach to a new VM in another zone. You would need to manually attach the data disk to the new VM. This is because the data disk is tied to the specific zone where the original VM was running.
https://learn.microsoft.com/en-us/azure/virtual-machines/availability#azure-storage-redundancy
** Please don't forget to close up the thread here by upvoting and accept it as an answer if it is helpful **