When the train staff detects that something has been left behind in a train it will first be send to the luggage office at the first opportunity. So it is indeed possible that, if your bag was found and taken of the train in Zurich that it ended at the Zurich Luggage office. So asking there is often indeed a good option.
But they then get send to the central lost+found, which is in Bern. And there they try to match it to a lost item report, which I hope you have filed already. That can however take a few days. If the item is matched to a report you will be informed.
But if they do not manage to match it to a report they do other things. For mobile phones they contact the operator, and passports they indeed send to the embassy.
All this means that if you indeed are leaving soon you will probably not get your passports back in time for your flights. In that case contact your consulate to get emergency travel documents.