Eh? Overshoot after reverse bias will put a spike on the leading edge of a clipped peak, and a negative spike on the edge of a clipped valley, which are going to look like second harmonic distortion of a clipped sinewave. That was exactly the laboratory measurement I was proposing.
The datasheet isn't completely a waste; gain drops in the 100 kHz to 1 MHz range, but it's still useful (compared to a real zener). There are two capacitances in the diagram, and one of the graphs shows output slew rate limiting for half a microsecond with squarewave input (i.e. undershoot).