Theory

Zay was originally a side character who died early to give the villain a tragic ending. Since, the Prince said he's still a child of the God(dess). It means, he always had a destined partner but since Zay died, he never met her as his destined partner and might've even mistaken Zay's sister as her.
Zay might've died and reincarnated in the "modern world" but went back to that world again. It might also explain why Zay is so attached to Aseph when she was reading the book.
Remember that Zay mentioned how she never read anything about the existence of the female lead having an older sister. Because she died and came back after being in pain because of Aseph's death.