Thank you! I've always felt that at least some part of Zuko must have known what Ozai meant when the terms of banishment were "you can come back with the Avatar in chains" when the Avatar hadn't been seen for nearly a hundred years; he just couldn't admit it to himself. But I also think he would have made himself admit it, and admit he'd been lying to himself and suppressing it, after he heard the plans for the Comet.
OP