They said "Zion" (pronounced like Xsyon) Here is a cut and paste fron the script:

If you're hear my voice,
we're getting the first bits
of good news since this
Apocalypse began,
nearly 48 hours ago.
A militia has formed on
the outskirts of Las Vegas
and has begun to
engage those affected.
Getting unconfirmed reports
of other militias gathering
in Death Valley, Zion and
Red Ridge National Park.