At the end of S:2 Ep:1, right before Zoe sleeps with Wade she is wearing a dress and different shoes. In the morning when they wake up, Zoe has a different shirt (not a dress but a shirt) and is looking for her pants. When she is walking towards her houses, even her heels are different.
shareI think you're incorrectly assuming there is a continuation from the end of one episode to the start of the next. At the end of 2x01 Zoe and Wade do end end up in her bed again but the start of 2x02, when Zoe is looking for her pants, isn't supposed to be the very next morning. I think it's supposed to be several days/a week later. If it was supposed to be a continuation the fact that they are in Zoe's bed when 2x01 ends and then in Wade's in the beginning of 2x02 would be a much bigger continuity issue then the shoes she was wearing.
There may be a few episodes that pick up right where the previous one left off (or hours later) such as 1x22 ending with Zoe and Wade having slept together and 2x01 picking up the next morning but the episodes like that are the exception not the rule, at least with HOD. I think most episodes are supposed to take place about a week after the previous one ended.