You could remove the DNS zone from the server after the site is created; however then you'd have to use some other method to make sure that neither you nor any resellers try to create the domain again, as DirectAdmin uses the presence of the zone file to determine if a domain is hosted on the server.
Perhaps more easily create the zone file but don't have anywhere in the world pointing towards it.
If you decide to do the latter, then be sure your zone file matches the authoritative zone file, or be sure your nameserver isn't being used for recursive (cached) lookups.
Jeff