Marcellust
Watch the episodes again and pay extra careful attention to Zaheer's facial expressions throughout the two episodes.
And yes, it does, because human emotion is what makes humans imperfect. It is the kryptonite to every human, regardless of who you are or what state you claim to be in. Zaheer is no different. Even if he has 'entered the void', he will eventually think about his failure, and his survivor's guilt, and the loss of his loved ones. Eventually he will. Also, since he will be spending his lifetime in solitary confinement most likely, he's gonna go crazy at some point in time. If you've studied psychology again, you'll know that humans are very social creatures, and the lack thereof for an extended amount of time will loosen your grip on your marbles.
Who the ******** knows? Maybe he'll even be tortured for information about the Red Lotus? Maybe he'll be bloodbended to spill information? Electrocuted? Suffocated? Maybe he'll die hanging from a hook in his clavicle? We never know. Insanity seems more likely, but hey, only the writers know for sure.
Those are some interesting theories, but I'm wondering where he'll be kept to ensure he doesn't break out of prison again? I think that will have a lot to do with whether insanity takes over. I definitely think he had feelings about Korra surviving, but I also think he's a bad a**, mastermind airbender, who can figure out a way to escape prison, and that is where a long portion of his thoughts will go to. Not to say he won't think about his failure and P'Li, but I also think he's got a lot of resiliency in him, so it's gonna take a while before insanity sets in. So my question is what kind of prison are they going to keep him in where he can't air bend?