According the the ZSH manual page:
Commands are first read from /etc/zshenv; this cannot be overridden. Subsequent behaviour is modified by the RCS and GLOBAL_RCS options; the former affects all startup files, while the second only affects global startup files (those shown here with an path starting with a /). If one of the options is unset at any point, any subsequent startup file(s) of the corresponding type will not be read. It is also possible for a file in $ZDOTDIR to re-enable GLOBAL_RCS. Both RCS and GLOBAL_RCS are set by default.
Commands are then read from $ZDOTDIR/.zshenv. If the shell is a login shell, commands are read from /etc/zprofile and then $ZDOTDIR/.zprofile. Then, if the shell is interactive, commands are read from /etc/zshrc and then $ZDOTDIR/.zshrc. Finally, if the shell is a login shell, /etc/zlogin and $ZDOTDIR/.zlogin are read.
Thus, you may want to check:
/etc/zshenv /etc/zshrc /etc/zlogin
and any files they happen to source. Since you are OS X, it is likely you'll find something like:
if [ -x /usr/libexec/path_helper ]; then eval `/usr/libexec/path_helper -s` fi
which, according to [ the path_helper man page],(https://developer.apple.com/library/mac/documentation/Darwin/Reference/ManPages/man8/path_helper.8.html the path_helper man page), will also look in: