At time Tk the visited vertices form a contiguous arc and the walk is at an endpoint. Exiting an interval of k visited vertices, starting one step from an absorbing endpoint, has mean k. Therefore E(Tk+1−Tk)=k and ETn=∑k=1n−1k=n(n−1)/2.
For each j=0, cut the cycle at j. The event that j is last is the event that the lifted walk covers the other n−1residues before crossing that cut. Gambler’s ruin (or cyclic symmetry of the two expanding endpoints) gives P(Z=j)=1/(n−1).