I've noticed Ultimate3.0.1 does not set mode +Z for services root administrators on oper-up. I run anope-1.7.8 services, and unfortunately upgraded both IRCd and services around the same time so I'm not able to determine whether this is IRCd or services related. With previous versions of Ultimate (and anope), +Z has always set itself on oper-up.
These are the flags I'm using in the oline: OZNbcCkKrRDphwlgE:10
IRCd output upon oper-up:
* Legend sets mode: +a
* Legend sets mode: +P
* Legend sets mode: +R
After opering, a manual "/mode Legend +Z" sets the mode, but nonetheless it should be performed automatically. It's always possible that I'm missing/forgetting something here, but I just thought I'd point it out.