Nope, they did not. Hayley did her part of the video first and then Zedd did his some days later.
Zedd even says so in the Behind The Scenes of Stay The Night.
More to the point... THEY'RE IN THE STUDIO TOGETHER?!
My body ain't ready if this means more collabs.
According to this video just released today, they were on the studio doing an Acoustic version of 'Stay The Night' for Zedd's iTunes Sessions which was released today!
The clothes that Hayley is wearing in the video are the same from this photo so no more collabs... https://www.youtube.com/watch?v=Df9H23KLKYw