I'm running windows wallet ver 2.0.7 and noticed a problem.
On April 8, 30,000 BTCZ was sent out in 2 transactions, which I didn't initiate. The destination msg says "Z address not listed by wallet!"
Did I miss a coin swap or something? Anything I can do?

Little help, please!
Look at your 'Own addresses' tab for balances in the addresses your wallet owns. Transactions don't initiate on their own. If it is something you don't recognize, its usually the result of another sending action.
For example, if you sent from a transparent address (t1 address) to a private address (zs or older zc for now) it will show that 'Z address not listed by wallet'.
Also, when you send coins from a t1 address and don't see the full balance in the t1 address, it will send the 'change' to another address owned by your wallet. This is not an error or problem when this happens, its the way UTXO blockchains operate.