I've noticed them appear in multiple places during the self-update process.
Note: The initial client installation is from the IT Admin MSI installer.
Paths I've seen it use:
%TEMP%
(C:\Users\<username>\AppData\Local\Temp\SAU{F8~1.zmdownload)
C:\Program Files\Zoom\temp\temp.msi
%APPDATA%\Zoom\MSI\5.7.7.1105
(C:\Users\<username>\AppData\Roaming\Zoom\MSI\5.7.7.1105\ZoomInstallerFull.msi)