There are quite a few references to bond.getFrequency().eventsPerYear() in DiscountingFixedCouponBondProductPricer which would be zero for a zero coupon bond (rather than a bond which pays a semi-annual coupon of 0% which is what you test here: https://github.com/OpenGamma/Strata/pull/1094/files).
Any chance we can get this fixed?