How does Fe2+ become Fe in sacrificial protection?
I think the point that you're missing is that $\ce{Fe2O3}$ is never formed when there is $\ce{Zn}$ in the system. When the metal gets oxidized, the electrons come from the $\ce{Zn}$, not from the $\ce{Fe}$. This is true even if the physical location of the oxidation is on the iron, since the $\ce{Fe}$ and $\ce{Zn}$ are connected and conductive, so all of the electrons on both are shared.