When I was a cop in round 3 or 4, I wasn't sure if I was a sane cop or not. Turns out I was, but I wasted too much time thinking about it. I think that it's fairly safe to assume that Zexen is sane or insane if there is only one cop in the game; to give us a useless cop would be rather cruel unless we have another investigative role. So, if we do have another cop, then we may have a problem. If not, then I don't think we should worry about it too much. I'll believe that Zexen is sane until we have something to prove otherwise.