Here's a question. What if the 6th season takes place 5 years into the future, when Oliver finds all of his friends alive, so we get new flashbacks showing how the team survived on the island and went to Russia to join the Bratva?

Stein's fear of zombie is actually completely in character, when you consider that he considers himself a great intellect, and a zombie not only eats the brains of his victims but also turns them into a mindless creature. The fear isn't of the zombies themselves but what they represent.