Can't tell from the blue pics, but based on your description I've recently dealt with the same white sponge-like issue under a few zoa frags and under a torch. I used a exacto knife and carefully removed it from in between each polyp. I had to do it again after a month. I'm still not positive what it is, but my only advice is to be extremely cautious when you're dealing with zoas. Mine are all on smallish separate rocks so they are easily removed from the display. I took them out and cleaned them. Made me nervous. Gloves, mask, glasses.
The tentacles sticking out on the right look like a feather duster worm to me - harmless filter feeder. The clear/whitish thing next to it (which I assume is what you're actually asking about) I'm not entirely sure on, but possibly a sponge or tunicate.
Hard to tell and I don't know enough anyway but, personally, the tube worm things underneath I wouldn't worry about.
What I would worry about is if you get sponges taking hold in between the zoa polyps -- that I would try to brush/pick out now.
*I have one zoa patch that started with one pineapple sponge,,, extracted then a couple more popped up in same place,,, now there's some thick sponge choking out most of the zoa patch from the bottom working it's way up. (I let it get out of hand so don't do that)