The young star is said to have traveled to his homeland amid the coronavirus lockdown recently.
While Zorc admits that Sancho is one of six players from the club that got a haircut from a celebrity barber, Winnie Nana Karkari, without wearing masks, he denies the story about Sancho flying to England.
He told reporters: "To our knowledge Jadon has been in Dortmund for weeks.
"I even read that we have put him into a two-week long quarantine and faked an injury.
"I can only say that is completely wrong.
"Jadon has had a calf injury for weeks, which is why he could not participate in training."
Regarding the haircut incident, Zorc added: "We have spoken to both the hairdresser and the player. Both have ensured us that the measures of hygiene have been respected at all times. They even wore a protection shield and gloves, which were only taken off for the picture.
"Obviously this is not right. We have made that clear once again to the players. In this special situation that we are all in due to Covid-19 it is not just the duty of the coaches to keep an eye on discipline. The whole club needs to do that, this includes the board.
"We have spoken to the players in the past. Also with Jadon. We must not forget Jadon is still a very young player, testing his boundaries.
"I don't think I'm accused of protecting him all the time, as I have sanctioned him when there have been misconducts from his side."