The board designator is "Q3", which means it *has to be* a switching device of some sort - either MOSFET or BJT, as weedeewee mentioned. So it CANNOT be a Zener.
*edit*
Looking at my list of SOT-23 datasheets, "2A" is commonly used for MMBT3906 transistors (PNP type BJT), so I think that's what you have likely.
/edit
Now, I am pretty sure I have never seen early boards PWM-drive fans, so I never understood why some (very few, like Intel, for example) liked to use a circuit like this. The boards that had this kind of control either fully enabled or fully disabled the fans... but nothing in between. I guess just to keep the fan noise down in S1 standby mode (since not many early boards supported S3 standby/sleep.)
Whatever the case, I suggest not to worry too much about it. If you want just the fan headers to work, put a short piece of jumper wire between Drain and Source (if Q3 is a MOSFET) or Collector and Emitter (if Q3 is a BJT.) Most SOT-23 switching devices have these at the top pin and rightmost pin, respectively. But before you go jumper things blindly, perhaps it might be a good idea to use a multimeter to double-check what pin on Q3 goes to what. On a normal always-powered 3-pin fan hearder, you have ground, 12V, and RPM monitor for the 3 pins. On a header like this where a MOSFET/BJT is used, either the ground pin or the "12V"/power pin (middle pin of the fan header) will connect to one of the pins of Q3. There's TWO possibilities, really:
1) if Q3 is a P-channel MOSFET or PNP BJT, most likely the middle pin of the fan header will be connected to the top-most pin on Q3 (Drain/Collector).
2) if Q3 is a N-channel MOSFET or NPN BJT, most likely the "ground" pin of the fan header (one of the outer pins) will be connected to the top-most pin of Q3 (again, Drain/Collector.)
And to further verify, the right most pin of Q3 should connect to either 12V rail (if case 1 applies above) or ground (if case 2 applies above.)