Combine the juice, 1/3 cup (80 ml) water, cashews, and agave in a blender. Blend until perfectly smooth. If your blender is not efficient enough to obtain perfect smoothness, use a fine mesh sieve to sift any tiny pieces of cashews. Place this preparation in a small saucepan, and bring to a boil.
Combine the cornstarch and 2 tablespoons (30 ml) water in a small bowl to create a slurry. Lower the heat of the lemon mixture, add the cornstarch slurry in it while stirring constantly, and cook on medium heat until thickened a bit, about 1 to 2 minutes. Remove from heat, still stirring, add the optional zest, and let cool.