I can explain.
After you have completed the game with both Chris and Jill, One Dangerous Zombie is activated.
However, this is not a selectable mode like Real Survival or Invisible Enemy; on any regular playthroughs you make after this task is completed, the mode is activated. He only appears in certain rooms at certain times, and only appears in the mansion area. He's a crimson head with dynamite attached to his body, and the only way you're allowed to attack him is using a dagger (NOT a knife!).
There should be a notification after you've unlocked it, but it's not clear what it means when you're told. The way you'll know if it's activated is by playing the beginning of the game. When you first reach the dining room balcony, if the usual zombies aren't there, ODZ is activated and you'll run into him later.
Anyway, on the topic of Invisible Zombie Mode , I've gotten about half way through on it dozens of times (on hard. Thing is, by the time I've unlocked it, I've already completed the game a few times in quick succession and I'm turned off by the idea of doing it all over. Might give it another crack later.