The Malawian defender was thought to be on his way to Bucs but recently joined Arrows after leaving Mpumalanga Black Aces in the off-season.
Mzava previously worked with Abafana Bes'thende coach Clinton Larsen at Bloemfontein Celtic in 2014/15.
"I know a lot of people were surprised of my move to come to Arrows but it is how football is. Everyone was expecting me to join Pirates but it was just normal," Mzava tells snl24.com/kickoff.
"Even myself I was hearing the news from newspapers and others but I had a meeting with my agent (Walter Mokoena) then and after that nobody came back to me... no one from Pirates to talk to me. So I ended up coming to Arrows because they were the ones who were talking to me."
The 22-year-old feels there is still a chance he could link up with the Buccaneers in the future, but insists he is content in Durban.
"Anything can happen when I'm in this side, I can go there to Pirates. Having said that, I'm not disappointed myself to be here."