I see a lot of confusion about the NFZ and how it works with DJI devices.
1.
all NFZ are listed here:
DJI GEO System - Unlock Areas For Authorized Access
you need to have an account and log in
2.
here are the NFZ of your area. You were NOT in a NFZ. No doubt about it.
3.
there is a file with the coordinates of the NFZ loaded into the drone, which get read by the software you use to command the drone.
In your case DJI Go I assume -could have been Litchi, Altizure and many others, they all must read this file-.
By getting the GPS location it knows if you are in one of these zones.
It is NOT a dynamic process, DJI cannot add on the fly a temporary NFZ to your Drone.
In order to add or delete one you need to replace the file loaded into the drone.
It is not done automatically. You have to update it.
4.
you can unlock the Authorization Zone (yellow) by yourself from the web site above, by giving some details. It works 24 hours at a time.
Red Zones can be unlocked by DJI if there is a valid reasons -I did it for a survey at an airport-.
You obviously need to provide quite a bit of paperwork.
5.
If you enter a NFZ the bird just will land and there is nothing you can do about it.
6.
In you case it is crystal clear that the device detected a wrong location by giving you a NFZ which does not exist.
In reality it had two problems, because it saw you were in a NFZ on the first time and then let you take off, which should NOT happen.
Everything points to a GPS intermittent malfunction, which made it inconsistently see the drone in a wrong position with a NFZ.
7.
Do not hesitate to contact DJI, who has a consistent policy of replacing drones damaged due to technical problem.
You have more than what needed to prove your case.
Hope the above could help you
rgds
Bernie