Throughout the book, there are numerous references to the zebra. They make the zebra out to be an evil thing, one who causes grief, mischief, and conflict. This quote means that disaster, danger, and chaos are lurking, perhaps just out of sight, waiting to strike. Somewhere, the zebra, the cause of this chaos, is biding his time, waiting for an opportunity to strike, probably when least expected.
After observing how although his favorite stuffed animal was washed, it was still the same animal, Enzo made this observation. He realized that no matter what events or misadventures may befall his family, the core would still remain, something for him to hold on through fair weather and foul. Enzo discovered that his family would never let him or any other member go, despite changes in other aspects of their lives.
On the day before her disease overcame her, Eve decided she would have a day like the old days. Perhaps she knew subconsciously that her time drew short, and so was determined to have one last memory of joy before her death. She had spent months in bed being treated almost as if she was dead already, which is what gave rise to the wording of her interesting quote above.
After having a party on her last evening alive, Eve said something to Enzo that I believe had great significance. Earlier in the stages of her sickness, she asked Enzo to protect her, presumably from death. On this night, however, Eve told him that she no longer needed his protection. It was as if she had accepted her fate, and wanted to lift any guilt off of Enzo's shoulders that she could that he might feel for failing to keep her safe. She was confident in stating that her death would not be the end for either of them, but rather a new journey, where they were free at last from the struggles of the past months.
In this short chapter, Enzo described some of the psychological aspects of racing. The descriptions about racing Enzo made also have meaning in life. This quote says in short that, when all else fails, sometimes pure grit and determination are the only way you can achieve something. There are times when outlasting the foe you face through strength of will is the only way to show them your drive to win.