Both Zabbix agents distributed by archive come with conf folder and conf file.
Zabbix agent with zabbix_agentd.conf and agent2 with zabbix_agent2.conf.
This is not corresponds to https://www.zabbix.com/documentation/current/manual/concepts/agent2 (be a drop-in replacement for Zabbix agent (in that it supports all the previous functionality)).
And even more - if start agents with no keys they try to find configuration file in different way.
Agent2 try to find zabbix_agent2.win.conf (not the file that included in archive) in the folder where the executable file is located:
Agent try to find config file in hardcoded place: