Firstly she doesn't know the truth about the previous One's which is a premise from which Trinity and co. base their 'faith' or 'hope' on as a battle against the Machines. The only truth that they know so far is that the Prophecy is another form of control.
Zion, being Zion is indeed another form of control. It is correct if you think of Zion as a sort of 'reject bin' or 'recycle bin' but I don't think it is correct that Zion is a 'virtual' recycle bin. Think of this:
The humans are freed via the red pill and the machines just unplug them and let them slide. They are released because they are going to Zion. Now, basing on the assumption that the Machines built Zion (even if they didn't it wouldn't matter) they know exactly where it is from the word go. They want the codes to Zion so it will be 'easier' for them to destroy it. They didn't get them, so instead they just so happen to dig at the exact location above Zion and tunnel down.
Now, all these freed minds (and the ones born naturally) in Zion are at just the right population level to become a threat and the Anomaly has been uploaded. So they destroy them all. Why, because it's just a game. It's their form of fun. It is real, very real because the Machines in their arrogance would want to destroy real humans the real way. Know what I mean?
Onto the Sentinals, just because he stopped some Sentinals in mid flight does not mean that it is a virtual world. Why do you think the Wachowski's chose to split the movie at that point? I would call it mind ****ing

The solution to this riddle isn't going to be as easy as the real world NOT being real but instead I feel it is gonna be explained (or already has, in part) due to Neo's connection with Smith. Another thing that dwelled upon me is the part where the Architect explained that the process had altered Neo's consciousness. I feel this is one of the reasons behind Neo's ability to 'feel' the machines. His mind came in very, very close proximity to the Source (Machine Mainframe). This isn't just the Matrix Mainframe, it's for all the Machines.
Neo: The Machine Mainframe?
The Oracle: Yes, where you must go.
I have a feeling that he now knows where the machine mainframe is in the real world and this is where he is going to go. Now why would he bother using a ship to get to it (if that is where he is going in the trailer. but he is still in a ship) if the real world isn't real? Why doesn't he just fly himself
The Prophecy was created as a 'religion' the people of Zion could follow which would ultimately lead to the One reloading the Matrix (at least that is what they thought would happen because it worked the last 5 times).
I'll try and explain more tomorrow cause I'm in work at like 6am and it's 1:30am now...ahh well
