You're fine
.. yes definitely keep it going, you get RP points for it and it adds flavor to the campaign
The only thing you want to be careful of is Za'era's opinion regarding life.... I realize that any Drow grows up in a pretty harsh environment... however bear in mind Mishakal is something of a goodie-two-shoes
.... you're not expected to predict every little bit of what Mishakal expects of her clerics by any means it's a learning experience ! In other words you wouldn't have known ahead of time that Mishakal frowns on this sort of thing... however , for future reference... even if it's a mercy killing Mishakal frowns HEAVILY upon any attempt to rob one of the "good guys" (anyone not of evil alignment) of their life,even if you feel it's for said person's own good.... she even frowns on lethal force against non-evil persons... for example let's say things had turned out differently and Gilthanas got into a brawl with you... more than likely Gilthanas would have thrown down his swords and gone for you bare-handed... none lethal subdual damage in other words.... if you had responded by bashing him with your mace with the "business" side of it for lethal damage or doing anything else resulting in lethal damage... again, frowned upon by Mishakal and, as far as I'm concerned, a violation of the "Good" alignment that I require all PC's to have in the campaign (that is you would have been attacking a non-evil person for lethal damage when said person was trying to inflict subdual - not lethal - damage on you) ... not saying that you WOULD have struck Gil for lethal damage mind you I'm just reminding you given Za'era's drow upbringing
... much as I hate to drag up the past the confrontation with Azcot left me a bit nervous when you said Za'era was on the verge of killing him ... on the VERGE of killing him is ok (even understandable given the PC in question
) but actually killing him outright though would not have been a good thing, whether as far as "good " alignment or generally speaking in any sense or usage of the word ...
It's tough to pull off I know given her Drow upbringing..... but I'd recommend if it comes to violence having her be on the verge of killing someone ( non-evil-aligned ) who is pissing her off - and stop just at the last moment, barely in control of herself if you want to RP that part of her personality , maybe even beat the crap out of them via the subdual damage route and stop just short of the killing blow as they lie there helpless bruised and bleeding at her feet ...
If she turns evil aligned and/or gives in to the "inner beast" completely this effectively retires Za'era from the campaign and messes up all my subplots I have written up for her - please bear this in mind too
.. if this helps any bear in mind paladins in my campaign automatically get the "merciful strike" feat for free - you can attack for subdual damage with any of your weapons without taking a penalty on the attack roll.
Note that the commentary above applies only to non-evil beings.. if it's some draconian or evil dragon or evil dwarf or undead or the like coming after you feel free to hack and slash and kill the SOB's
... Mishakal understands the need to defend those who need defending as well. Also you did check with me beforehand via whisper both on the Azcot thing and on the killing Gil out of mercy thing so it looks like you know when Za'era heading into "danger territory" and check with me first anyways so it's quite possibly you already know all of this and I didn't have to post it in the first place
... still I wanted to make sure we were both on the same page, thus the post
... I'm also posting it out here as a reminder to all the players of what I look for as far as Good aligned PC's.
I've mentioned Mishakal's expectations a few times here ... If you don't have it let me know and I'll shoot you a copy of the "Holy Orders of Ansalon" sourcebook - reading over the Mishakal entry should give you a heads up on what she does and does not expect though again it will be a learning process as we go since the DM and the player might have different interpretations of what's in the book (though I'm going to flat out ignore the part in that book about how her clerics have to heal even bad guys who ask for healing that just seems silly - to be frank bad guys aren't going to be inclined to ask her for healing to begin with anyways
)
.. yes definitely keep it going, you get RP points for it and it adds flavor to the campaign 
) but actually killing him outright though would not have been a good thing, whether as far as "good " alignment or generally speaking in any sense or usage of the word ... 
.. if this helps any bear in mind paladins in my campaign automatically get the "merciful strike" feat for free - you can attack for subdual damage with any of your weapons without taking a penalty on the attack roll.