It goes into your library. That part of Kess' effect will only be applied if the card is actually about to go to the graveyard. Since Zenith moves itself to the library as part of its resolution, Kess won't try to exile it.
Note that this is different from how the Zenith would interact with something like Snapcaster Mage or Recoup, since the full detailed rules for the Flashback ability specifically say to move the card to exile instead of anywhere else.
Note that this is different from how the Zenith would interact with something like Snapcaster Mage or Recoup, since the full detailed rules for the Flashback ability specifically say to move the card to exile instead of anywhere else.
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