"Familiar Spirits"
Peter St John is awakened one night from a nightmare of a black sun to see an apparition of Penny Moon at his bed. She delivers a warning and disappears. The next day, he consults with the Prime Minister on the looming threat of nuclear missiles aimed at London.
Meanwhile, Phaedra and Zenith arrive at Scott Wallace's compound in Scotland and break in, only to be apprehended by Shockwave and Blaze. They meet Wallace and Dr. Peyne, and while Phaedra proves to be expendable, the pair wants Zenith to father a new race of super-beings with Shockwave and Blaze and bring about a Utopia, under their domination, of course!
Dr. Peyne also reveals what happened to Zenith's parents before leaving him to the tender mercies of Warhead.
Collects the Zenith: Phase II stories from 2000 A.D. (UK) #595-600.