You might be able to configure the Zero in ethernet gadget mode and then power and communicate with it over USB and SSH from the Pi 3, although the current draw from it and the Unicorn pHAT may be too much without an extra power supply for the Zero. You can certainly communicate over serial if you configure the Zero in serial gadget mode and, again, supplement the power.
https://learn.adafruit.com/turning-your-raspberry-pi-zero-into-a-usb-gadget/overview
If you're going down then the Arduino route, then it should just come on when you power up the Pi 3, so that's perhaps easier in that respect.