N had a Zoroark in the last battle, not a Zorua. You get to find all of his Pokemon except the ones he used in the final battle. No one says whether he released them or kept them, but he owned a Zoroark in B/W.
Only time a Zorua was shown was in his Flashback which was believed to be the Zoroark from his team, but it can't be since it was such a low level when given to you in B2W2. The Zoroark belonged guarding the castle belonged to N and was waiting for his Master's return.
He was talking about N's real parents, not Concordia and Athena. The two told us that N had two HUMAN parents that were freaked out by his powers. Which was why he was abandoned and abused. N sought refuge in the Pokemon from a nearby forest and grew to hate humans for the hatred of his powers.