No, unit tests aren't tied to the current implementation, they're tied to the current interface. If your programming interface calls for multiple interdependent objects without central coordination, then yes, you should test that. But I would say that you've already started out with code that is too badly structured to allow for testing the units in isolation: you should be able to unit test A without relying on Z at all.

It's integration testing that validates that all your units still combine (integrate) into a working end product. That's not about testing your implementation nor your internal interfaces, that's about testing your program's inputs and outputs.