The answer on Persephone is this.
Since an Adventurer Furre loses all of their Experience when they orgasm and go to the couch, Persephone would indeed lose all of her experience counters. She would return to the scene at -5 Stamina, and have to regain her levels again.
A good analogy of this would be like suffering a death in Demon Souls or Dark Souls and losing all of your souls. You got knocked out and thus were carted off/looted. So, you would need to recover what you lost.
Zinna herself, if she orgasmed, I am thinking as well would have to rejoin the fellowship via the associated costs. Basically, she fell behind and would have to run and catch up with the others. In all of my research as well as my own knowledge I could not find an instance where this would not be the case. So I don't have an argument for or against it aside from what usually happens when a furre goes to the couch.
In essence, the only thing that can take down a Fellowship itself though is if the leader leaves the fellowship by leaving play (IE Couched) or, if something causes them to lose their Fellowship Skill. Nothing else can cause a furre to leave a fellowship unless some rule or effect explicitly states they must do so. I am thinking orgasming and going to the couch would indeed be such a logical effect.
(Inquisitor Thexa for example could easily crush a Fellowship by simply conducting and paying the AP cost, and thus robbing a Fellowship leader of their skill. The Fellowship would then by all rules and accounts, instantly disband as the skill was lost.)
So, the long and short of it: Persephone would indeed lose all of her XP counters. Zinna would go to the couch and the cost would have to be paid for her to rejoin I am thinking, and the only thing that can take out a Fellowship itself is if the Leader themself goes down.
If the Fellowship leader orgasms or loses the Fellowship skill for any reason, the fellowship breaks instantly. So, Stripe Bare, Inquisitor Thexa, or orgasming and going to the couch would definitely cause the Fellowship to collapse.
If I am incorrect on Zinna in any way, I apologize. I'm pretty sure I'm not wrong given that everything is lost when you go to the couch. It would stand to reason that if an Adventurer loses all of their XP counters, a Furre would have to pay the costs again to rejoin a fellowship.
Hopefully if I am wrong someone will correct me and give the definitive answer on that. But as for Persephone, that one I am 100% certain of.