I guess Zod retains all of Lex's memories? Otherwise he wouldn't have known to be on the top of Luthorcorp for his rendevous with Lana.

I guess! It's very curious. But I'm sure he has a devious plan--he must, right? And if it's "conquer the world and sleep with the hot chick," well, I'm ok with that (even though I think canonically Kryptonians think sex is icky).