It's great that Zena is listening to you so well in the house! Outside though is much harder since you're dealing with distractions. I would recommend never saying the magical word of "come" unless you are 99% sure Zena is going to come to you. Otherwise Zena learns that she can ignore it whenever you want and possibly get a good game of chase me going. Second, I would always always give Zena a great treat when she does come to you. So if you don't have a treat, you can still encourage her to come to you, but don't say "come." Third, if you think Zena will come to you, say "come", give her a treat, but then release her to play again. This way she learns that "come" doesn't mean the end of playtime, it just means a really good treat.
Really you just want to make come the best game ever! Practice a ton in the house, always reward and make it easy for her. Gradually work on distractions, this works best if you have someone to help you. If she doesn't come you, don't keep repeating the word "come", but try runnign the opposite direction. Most dogs can't resist a game of chase, you just want her chasing you not the opposite. You can also try lying on the ground and hope that she won't be able to resist the chance to come sniff your face. If nothing is working and you have to get her, I would calmly walk, never run, after her. At first she will trot happily away from you and have fun, but if you never run or try to grab for her Zena will realize that you are not playing and the dog's attitude changes from one of glee to one of "oh crap!" I don't punish them when I get there, but just silently grab the collar and lead them into the house.
You might want to consider letting her outside only on a long line for awhile so you can step on the rope pretty easily if needed. And try doing some basic obedience or tricks outside in the yard too. Many dogs think the yard just means fun and games and that no rule seems to apply in the yard. So spending some time out there with her practicing simple cues is a good place to start.