If the "locked indicator" light is not green on the Zurich (first tab, under "Reference", then what you get out is junk (e.g. you have unlocked the lock in, and i hasn't re-acquired yet) - you can do this by kicking it too hard with a frequency shift, which would be easy to do if you were slewing laser frequency, as the coefficients of the laser [Hz/mA] is so big. When the lock in loses the signal, you have to manually re-lock it (toggle off and on the button which has the mouseover text: "enable the fixed center frequency mode of the PLL"). You can get something which sort of looks like a PLL signal which has terrible noise and weird glitchy response when the lock in isn't locked in.
Your instinct to look for slewing at the PLL control point is correct, and a sign that the state of the PLL is healthy/unhealthy
Yes, I noticed this effect. I'm talking about immediately after acquiring---or re-aquiring---PLL lock. I did this several times at different beat frequencies to see what effect it had on the noise (the spectrum changed considerably, which is another bad sign).