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It sounds like there are 2 cables in that switch box. The 2 whites tied together with a wire nut, and then one black to each screw on the switch.
If that is the case, yes, take a short white wire and connect to your Zwave, then connect the other end to the 2 whites in the box and that will satisfy your neutral connection.
Thanks. I thought that was right but good to know for sure.