Fellow ICE agent Victor Avila was also in the car and shot twice in the leg.
Bishop Daniel Flores told a packed room at the Brownsville Events Center that "the entire country" was seeking to help Zapata's family with their loss.
Scores of ICE and Border Patrol agents attended the rosary. One man entered and left on crutches surrounded by federal agents, but ICE spokeswoman Nina Pruneda said she did not immediately known whether the man was Avila.