Update (3/24/2014): Sorry for the false alarm. I was re-reading, and found a few editing errors.
Disclaimer: ...
...you should know this already.
...Fine, I'll say it. Dwarven Runes doesn't own One Piece, Oda-sensei does. There. Happy now?
Zoro's never lost.
Everyone says he is, and when he was small, he wondered why. Clearly, the harbor moved. It wasn't him. He was heading the right way. But no, they laugh at him and call him directionally impaired. He doesn't like it, but he puts up with it.
Now that he's older, he's realized that other people don't live in the world like he does.
For them, everything's set in its place. Right is right, left is left, up is up, and down is down. The cardinal points don't play musical chairs with the compass rose. Signs always point the correct way, and maps are accurate, especially those made by Nami.
That's for other people.
But for Zoro, the world is not a permanent place. It changes constantly, orienting itself to him. Sometimes, Zoro wonders if he actually lives in the world, or if he's just walking through it, following a predetermined path.
Whichever it is, the world is a force. Every step Zoro takes is in a direction the world wants him to go. He's experimented time and time again, yet somehow he ends up in a place he wasn't expecting.
He sometimes gets tired of being subject to this force, as he has hopes and dreams (and people counting on him!) that the world just seems bent on keeping him away from. Sometimes, he refuses to take another step. Instead, he sits down and takes a nap. Even then, even when he's actively resisting it, the world has a way of moving him according to its whim.
Zoro has learned not to mind. It gets him to where he needs to be, generally when he needs to be there. He hates himself for those few times he lollygagged, taking his own sweet time when the world was urging him faster! faster!, and those he calls friends were hurt. But that's his own fault, not the world's.
Zoro sees the world as a benevolent force. It'll get him where he must be, even though it's not where he wants to be. So he relaxes and goes with the flow. For Zoro, there's no point in worrying about where he's going or when he's going to get there, because the world has laid out his path before him.
All he has to do is keeping walking forward, and let it unroll before him like a never-ending road.