If a zombie player wins a fight BC he played a fight card and then a.hero player cancels said fight, would the ZP be able to take back his fight card since the fight "never happened" ?
Nope. It's played. "If a card is used to cancel a fight, that fight immediately ends without being resolved (no one wins or loses the fight)."
I do believe mqstout is correct. Technically the zombie player already played their card. There is a good chance the hero player wouldn't have needed to cancel the fight in the first place if it weren't for the zombie player's fight card, so them getting to take it back would sort of partially defeat the purpose.