1) How do I turn the Z2 off? I didn't really see a power button.
The Z series does not have a power button. You can turn off the source input (on the source menu) so that no music plays, and you can turn off the screen (by holding 'V'), but the GPS and full system will still be running. Here's an excerpt from the manual:

2) Is there anyway to disconnect the Bluetooth while a call is in progress without shutting the car (or Z2) off? For example, let's say I'm driving down the road, but want to talk using the phone iteself, and not over the Bluetooth through the stereo. Is there an easy way to do that?
There's two ways - both are done from the phone. Nothing can be done for this on the Z2 itself.
1) If you haven't made the call yet, simply turn off bluetooth before you call.
2) If you're on a call, there should be a quick menu on your phone that has as option to "send call to phone" or something similar. It's different for every phone of course. The option on my Chocolate 2 says "audio to phone."
Good luck!