FWIW, a TLD zone file does not contain every registered domain name, just those with DNS records. There is typically a good amount of domain names registered but without records, for reasons such as reserved names, malicious content takedowns, etc.
For example in .com .net if a registrar puts a domain "on hold" that pulls it from the zone file. As such it will not appear in any zone file download. This is in fact a way for a company to keep a domain under wraps. As such:
register domain name (in .com )
pull the name servers
The name won't be in any zone file. And will be off the radar until it has nameservers or until someone guesses to see if it's been registered.
(Note other registries work differently (or the same) the above is specific to .com and .net)