I know he’s done this to Rose and Donna ( with no success ), but has The Doctor ever tried lock Zepheera on the TARDIS to keep her out of a dangerous situation?
I wouldn’t rule it out, knowing the Doctor, but Zepheera tends to stick close to him most of the time. If he was determined, he might have to be a little more forceful than usual to get her to stay in the TARDIS without him. Those two can be quite stubborn with one another.
Edit: Given that she’s four and a half inches tall, the Doctor can be quite protective of Zepheera. It depends on the situation whether or not that protectiveness manifests as him keeping her close or keeping her shut away, safe in the TARDIS.