> But I can 't see that host record for that DNS server in the zones at all
Glue records like that tend to be considered "out-of-zone" and because of that don't display in the GUI. A bit annoying really. They can be added / removed using scripts if necessary. If the IP had a * beside it then no Glue was present in the zone anyway.
That means a zone called "domain.com" could potentially have a record like "ns2.otherdomain.com. IN A 1.2.3.4" within the "domain.com" zone. But that record would not be visible within the GUI.
I guess it's set to allow zone transfers to all servers in the Name Server list? If so, you might consider changing it to a set list of servers and entering the IP addresses.
Chris