I believe it's the header, and not the fan itself, because the fan spins fine when connected to a header on a different motherboard. Now, it is possible that the fan was failing, drawing too much current, and causing the mobo's headers to burn out. Who knows? But one way or another, the result was the same.
A handful of folks have written in to explain to me that the XPC Zen does in fact include fan failure/thermal protection in the BIOS, though it may not be exposed to user control. I appreciate that the feature is on a specs list somewhere, but all I can tell you is what happened to this system. I can't exactly boot 'er up and check the BIOS menus again. I darn well would have had any such safeguards enabled in the BIOS if they were available, especially since we'd already had one overheating incident with it. Exposed or hidden, though, Shuttle's purported safeguards didn't work.
Beyond the Zen itself, most of the internal components are OK, but the CPUa Pentium 4 "Northwood" 3.06GHz with HTis toast. It looks OK but smells a little funny and just won't POST in another system. I was able to salvage the RAM, hard drive, and DVD drive, fortunately.