This ingenious loop relies on Mikaeus, the Unhallowed to continuously grant undying to Twilight Shepherd, neutralizing the creature's native persist ability by alternating which counter type it returns with. Each time you sacrifice Twilight Shepherd to Umbral Collar Zealot's activation cost, its entry into the graveyard triggers its own return effect—first via persist (bringing a -1/-1 counter), and then via undying (bringing a +1/+1 counter), as the opposing counters continuously cancel each other out upon death. Because Twilight Shepherd keeps coming right back to the battlefield, you can endlessly repeat the sacrifice to fuel Umbral Collar Zealot's surveil ability, generating an infinite storm of creature deaths, enters-the-battlefield triggers, and card-filtering iterations.