When the acceleration of an object is zero and the velocity is positive, the object continues to move at a steady velocity in the same direction. The object cannot be changing direction because direction change results in non-zero acceleration.
A positive velocity means that the object in question is moving in the direction that was chosen as the positive direction. Negative velocity means that the object is moving in the opposite direction. However, the sign of the acceleration, positive or negative, does not refer to the direction that the object is moving. Instead, positive acceleration means the velocity is increasing, and negative acceleration means that the object's velocity is decreasing. Thus, in the third case, when acceleration is zero, the object's velocity remains the same.