He needs to break the Sandai so he can get the Nidai. Nidai>>>> Sandai.
He will not leave Wano without the Sandai, that's for sure. And I think the best way to do it is to break one of his swords (Nidai) against Kaido.
Zoro doesn't give up on his swords. Thus, he needs to lose it/ break it to get another one.