I must have fallen through the cracks. Have reached out to the person who initially phone screened me, but no response.
I'm surprised that this would happen because I think Zendesk has a good reputation, and a great culture. I applied the end of March, 2016. Had two phone interviews in early April, and was told they were at the beginning of the interview process.
The interviewers were friendly and professional, however.
Since we are now in the end of May, they must have forgotten to send a rejection email. Their ATS still shows my application status as 'In Process'. :-/