He said: "Kepa? I have two goalkeepers, understand? I am a Real Madrid coach and I am happy with my two goalkeepers, I will always say the same. I saw Keylor [Navas] well, although we can always give a little bit more, like always."
On potentially bringing in recruits in January, Zidane added: "We have the possibility and we will see. We have 30 days to see what can happen. We have this possibility, like every year and we will assess whether we sign someone or not. Nothing has happened yet."
According to Stokes, De Gea is still a target for Real after they came within minutes of signing him two years ago only for the move to fall through, while Arrizabalaga has recently emerged as another player of interest.
SB Nation's Lucas Navarrete believes Real should make a move for a new stopper:
Lucas Navarrete @LucasNavarreteM
Signing a goalkeeper wouldn't hurt Madrid.2017-11-28 20:56:42
Los Blancos' current options are Navas and Kiko Casilla. The former has largely been a strong and reliable performer but is perhaps just outside the small cabal of elite goalkeepers in world football, while the latter has not been particularly convincing as a back-up.
Zidane has previously addressed the rumours linking Real with Arrizabalaga, per ESPN FC's Dermot Corrigan:
Dermot Corrigan @dermotmcorrigan
Zidane yesterday: "Keylor is the best. Kepa is a good keeper, but he is not my keeper. Later, we'll see what happens in transfer market."2017-12-2 19:31:40
The Athletic 'keeper enjoyed a breakout campaign last year and has gone from strength to strength since then, impressing with his remarkable reflexes and command over his area.
It's debatable whether he would be an immediate upgrade on Navas, but the 23-year-old has the makings of an exceptional goalkeeper and the potential to eclipse the Costa Rican.
As for De Gea, he is arguably the best in the world. He gave that claim plenty of merit as he put in a stunning performance on Saturday to keep out Arsenal in Manchester United's 3-1 win with 14 saves.
As OptaJoe demonstrated, De Gea specialises in stopping what would otherwise be almost certain goals:
11.2 - David De Gea has saved 11.2 goals more than expected this season in the Premier League given the quality of chances faced, 4.5 more than any other keeper. Barrier.2017-12-4 14:00:48
The 27-year-old would be an incredible buy, though prising him away from Old Trafford will likely be even more difficult now than it was during their previous attempt.
It's little surprise Zidane is publicly maintaining confidence in his current options—to not do so would likely affect their confidence—but behind the scenes he could be considering alternatives.