I think you start with what you 'know' about this character. Obviously, all this is purely interpretive, but I find it more useful to imagine things as being just so, and not get bogged down in stressing that this is all make-believe. Just trying to clarify that my talking as if things are definitive doesn't mean I regard them as settled. So:
He's got his feet flat, his knees locked; not only is he not actually moving, he doesn't expect to need to move quickly.
He's got his arm out holding a heavy lamp in an uncomfortable position, with his eyes focused apparently by what it's illuminating.
- I agree with Sicks that he's looking at something, maybe reading it. As he's not actually scrutinizing what ever he's looking at, it seems like it's important (the lamp), but not exactly mysterious (the lack of forward lean).
He's hefting a full pack, which hangs by one strap (so this pose is both a new and short-term pose).
- I feel like he just arrived somewhere. He's so well-prepared, so I assume he was headed here, and didn't merely stumble by.
He's heavily armed, but none of his weapons are ready for use.
- Yeah, that zombie is going to get him! If the threat is close, it's probably already too late. This might allay your concerns about zombies' lack of stealth. I'd imply vulnerability to an ambush/opportunistic attack.
I like the idea of his reading a message. He looks like he knows the general threat, but not the immediate danger. I would maybe go with a 'bitter disappointment' theme, whatever the zombie equivalent of NO VACANCY is at the long of his long and difficult journey. Alternatively, a message implying that the survivors have moved on. The focus of the figure is so strong (which you can increase even further with OSL), that you could actually include a fairly detailed written message for the viewer to discover. You could possibly situate him somewhere hopeful (hospital, rural police depot, whatever) but make it clear from the scenery that the security he had hoped to find has been swallowed by the zombie horde. Finally, I think your scene would be most terrifying if the danger is offscreen (as Zab suggests); I would add plenty of details to reward looking at every little bit from every angle, but I wouldn't go with sparse, exactly. I would make a tight scene and pack it with hiding places, deep shadows, doorways or other points of access that lead beyond what we can see, and by that create a very claustrophobic scene. The figure's lack of apparent wariness would make the viewer uneasy if we feel that the threat could be anywhere, or everywhere. Horror Movies 101!
Anyway, I'm sure your work will be amazing and exceed my expectations whatever it is! The figure is awesome.