Here, we are asked to use the subordinate conjunction ‘where’ to join the given sentences.
The first sentence is a dependent clause, it will be written as it is, and ‘in that place’ will be removed from the second clause when ‘where’ will be added.
The resultant will be – ‘Then go to a place where there are no people whose name begins with Z.’
Final Answer: The required sentence is – ‘Then go to a place where there are no people whose name begins with Z.’