Zero-shot out-of-vocabulary detection (ZS-OOVD) aims to accurately recognize objects of in-vocabulary (IV) categories provided at zero-shot inference, while simultaneously rejecting undefined ones (out-of-vocabulary, OOV) that lack corresponding category prompts. However, previous methods are prone to overfitting the IV classes, leading to the OOV or undefined classes being misclassified as IV ones with a high confidence score. To address this issue, this paper proposes a zero-shot OOV detector (OOVDet), a novel framework that effectively detects predefined classes while reliably rejecting undefined ones in zero-shot scenes. Specifically, due to the model's lack of prior knowledge about the distribution of OOV data, we synthesize region-level OOV prompts by sampling from the low-likelihood regions of the class-conditional Gaussian distributions in the hidden space, motivated by the assumption that unknown semantics are more likely to emerge in low-density areas of the latent space. For OOV images, we further propose a Dirichlet-based gradient attribution mechanism to mine pseudo-OOV image samples, where the attribution gradients are interpreted as Dirichlet evidence to estimate prediction uncertainty, and samples with high uncertainty are selected as pseudo-OOV images. Building on these synthesized OOV prompts and pseudo-OOV images, we construct the OOV decision boundary through a low-density prior constraint, which regularizes the optimization of OOV classes using Gaussian kernel density estimation in accordance with the above assumption. Experimental results show that our method significantly improves the OOV detection performance in zero-shot scenes. The code is available at https://github.com/binyisu/OOV-detector.