But a) why didn't Zack ask for them then, and b) why does Sheridan know Garibaldi still has them?

I've always thought that Zack never asked them back because he didn't want to accept the fact that Garibaldi was really leaving. And Garibaldi took advantage of this and didn't turn them over voluntarily because a gun can be useful when investigating something in downbelow and with the link he could probably keep an eye on what was going on in Security.

(and then Sheridan found out about the gun and link from some random security report or something and decided to use them to put Garibaldi down a peg because he was having a bad day)