Pre-trained Vision-Language Models (VLMs) face a significant adaptation gap when applied to Zero-Shot Anomaly Detection (ZSAD), stemming from their lack of local inductive biases for dense prediction and their reliance on inflexible feature fusion paradigms. We address these limitations through an Architectural Co-Design framework that jointly refines feature representation and cross-modal fusion. Our method integrates a parameter-efficient Convolutional Low-Rank Adaptation (Conv-LoRA) adapter to inject local inductive biases for fine-grained representation, and introduces a Dynamic Fusion Gateway (DFG) that leverages visual context to adaptively modulate text prompts, enabling a powerful bidirectional fusion. Extensive experiments on diverse industrial and medical benchmarks demonstrate superior accuracy and robustness, validating that this synergistic co-design is critical for robustly adapting foundation models to dense perception tasks.