If someone sends you a direct message they have the option to interrupt you if it's really important.
That's a minor thing but 'Zzz' really sends the wrong signal to the sender: if you are not available, then you are sleeping (i.e. unproductive).
Other chat systems offer the ability to attach a message to your AFK status, which can be pretty helpful for setting expectations about when you might be back. Last time I looked, Slack seemed kind-of resistant to doing anything like that.
Working remotely, is that a bad thing? If you are unavailable due to deep coding or a need for a nap does it matter?