Answer: had never seen
Step-by-step explanation:
Before she went to the zoo she had never seen a lion.
Assuming the word in bold is saw, the correct tense would be to make use of the past participle of see because this is a Past Perfect tense.
A Past Perfect tense is one that talks about an event in the past that happened before the event being talked about for instance, "I had seen her leave before I came into the classroom".
In this case the lady in question had not seen a lion before she went to the zoo so this is a past perfect and the correct tense for the verb therefore is "had ... seen".