Working with the 'my way or the highway' attitude from advisor
Given that your advisor sounds stubborn and does not respond well to the students disagreeing, I don't think responses along the lines of 'No, I don't think so' will be productive. In your given example, it seems like the advisor is giving a specific order, and not interested in hearing your opinion on what's right or wrong. 

Your second hypothetical response sounds confrontational and involves using the authority of 'ZZ' against your advisor. Playing off one co-advisor against the other is rarely a productive long-term solution; nor am I sure your co-advisor necessarily is willing to go into direct conflict with your main advisor to help you. 

Instead of responding in the negative, a more diplomatic solution would be to go along with the decision for now and convince them to change it afterwards - nicely and reasonably (perhaps when it is clear the situation has gone for the worse). By being too confrontational, it is unlikely your advisor will be inclined to listen to you in the future. Remember, you are stuck with this person for several years (unless you decide to switch).