It crawled up the filter sock, up the drain pipe, over the overflow teeth, in the air, to the DT? Don't you think it's more likely you had more than one?
I would put it in the sump too. Zoas are garbage anyway. I'd much rather have the nudibranch than the zoas. That said, it does not appear to be a zoa eating nudi, and I only know of one.
The eggs of a nudibranch will not blow around the water column and end up in the dt from sump. They attach them to something. If in fact it is a coral eater, they will all die off down there.
I would sump it.