The zoo of death is from the story, it is a location that was purposely entered to find the dead Westley, Fezzik kills a snake that attacks both him and Inigo in this zoo. The problem is, unless Pass is not good at writing flavor, which could be the case considering he stated a player's name instead of alluding to an action, this would be a terrible reference to use for the mafia attack. Unless the mafia's mode of attack is to ambush two players in this exact room every night, it should not be alluding to the mafia attack. Rather it seems that Blade in this case was doing something, perhaps visiting someone or something along those lines (i said he may have been jailed earlier) and happened to survive. ie if he went snooping around a PGO or something of the sort.
The other actions alluded are likely just to be actions that had no bearing on the nights outcome, such as a protective role or hiding role not coming into play.

And finally, lets not forget, Blade likes to have fun. Granted he was outed in the flavor as playing a part, but to give up that you are immune to night actions is a huge matzo ball to throw out there. Essentially saying that the mafia can't touch him and no one else should waste an action on him. The implications of these are dubious at best.