Most likely,if your Zoroark was holding leftovers,it would have gained health while it used protect for 3 turns and its HP might have came back to 100%.Then the focus sash would activate.
If it was not holding leftovers,you might have accidentally given it a focus band instead of focus sash.
There is a 10% chance that when the holder is hit by an attack that would otherwise cause fainting, it can survive with 1 HP. Can also protect against multi-strike moves, recoil damage, self-inflicted confusion damage, and damage from Future Sight or Doom Desire.
Hope I helped.