When the police tried to get Zhang to deny Christ, he explains in the book that:

"What they had not understood, was that to give up and deny Christ would be much worse than any earthly prison or imaginable pain. What they didn't know was that the time of my suffering is limited, but the honour to be with my Lord is eternal."
(my own translation).

I think what kept Zhang from denying Christ was both the fear of the Lord and the fact that Christ was his everything, he had lost his life to live fully for God. And he knew this life is not everything, he knew he has the eternity with God in front of him. ❤