A stationary Poisson hyperplane process in $\mathbb{R}^d$ is characterized by an intensity parameter and an even probability measure on the unit sphere called the directional distribution. In this work, we investigate the stability of the zero cell, i.e., the random convex polytope of the induced hyperplane tessellation containing the origin, under perturbations of the directional distribution. Our results provide quantitative bounds establishing local Hölder continuity of the distribution of the zero cell with respect to Wasserstein metrics on the space of random convex bodies and probability distributions on the unit sphere. As an application, we establish stability bounds for density estimators constructed from Poisson hyperplane tessellations. In particular, we bound the expected total variation distance between the zero-cell-based estimated probability measures in terms of the Wasserstein distance between their directional distributions.