According to the Oyster menu on Southern TVMs,

the unadvertised zone for Broxbourne and Brentwood is zone 11,
and the unadvertised zone for Shenfield is zone 12.

A Zone 1 - 12 travelcard would seem to include Watford Junction (which
is the unadvertised Zone 10), but probably not the lines to Grays.

The Oyster menu on other TOCs TVMs just seem to display a blank
instead of a number.