Unless I'm mistaken (and it certainly has happened at least in the United States few zoos have loons. Why do so few zoos have loons? (or could someone correct my mistaken believe).
I have never seen any loon species in captivity, nor was I aware of any so your post made me interested in whether there are any. My cursory Google search revealed that the Minnesota Zoo has loons and was the first place to breed them. It appears that their loon expert gave a lecture in May 2012 about their loon program: https://www.nc.mnzoo.state.mn.us/NetCommunity/SSLPage.aspx?pid=471
While loons/divers have been kept at many places historically, I suspect they never really became established because of lack of breeding. Loons in the wild are generally notoriously shy when breeding and really don't handle any sort of disturbance well. Adding a pair of loons to the standard waterfowl pond in most zoos is highly unlikely to work.