In the Mass Effect 3 mission Citadel: Volus Ambassador, why does my Zaeed die?
My reputation is very high, but the special conversation doesn't appear.
You have to make him loyal in mass effect 2. This is done by completing his loyalty mission in mass effect 2, before attacking the collector base. He of course, also has to be alive by the end of said collector base mission
According to the Mass Effect Wiki, if Zaeed was not loyal at the end of ME2, he will die in this mission. If he was loyal, then he survives and becomes a war asset.