Is Bucky attempting to Deliver Baron Zemo to Wakanda?
Baron Zemo killed King T'Chaka and framed Bucky, T'Challa spared Zemo's life but during the Blip I can see how in T'Challa's absence Wakanda might want revenge whereas T'Challa did not. Zemo was on Bucky's list and I did wonder just why he was there. It would make sense that Wakanda wants Zemo and because Wakanda offered "The White Wolf" peace and a bit of deprogramming Bucky might owe them.
Ayo was one of T'Chaka's personal bodyguards and part of the Dora Milaje that allowed him to be assassinated. That had to be the ultimate embarrassment. M'Baku raised that very point during Challenge Day. Ayo is not a War Dog and the Dora don't travel alone. I don't know if the story will go in this direction but it would be a cheat for Bucky just to "talk" to Ayo and she leaves without taking Zemo with her.
FATWS is just getting too intriguing with these plot lines. π