Now on the final line is what is confusing me. What I understand by what the author is saying is that the morphism $\sigma \in \text{Hom}_{C_A}(f_1, f_2)$ is exactly the morphism $\sigma \in \text{Hom}_C(Z_1, Z_2)$ such that $f_1 = f_2 \circ \sigma$.
It is clear to me why $\sigma$ exists (because $C$ is a category and every morphism in $C$ has a source and a target object). However it is not clear to my why $f_2 \circ \sigma = f_1$. In the definition of a category there exists a mapping called composition, written by $(f, g) \mapsto g \circ f$, so $f_2 \circ \sigma$ certainly exists, but nothing in the definition of the category $C$ states that we need to have $f_1 = f_2 \circ \sigma$.
Also note that in the definition of a category, the mapping called composition is not surjective. So since $f_1 \in \text{Hom}_C(Z_1, A)$, there need not exist a $f_2 \circ \sigma$ with $f_2 \in \text{Hom}_C(Z_2, A)$ and $\sigma \in \text{Hom}_C(Z_1, Z_2)$ such that $(\sigma, f_2) \mapsto f_2 \circ \sigma = f_1$.
So what exactly does the author mean?

