Vote for a third party that cares about Z.
Provided that one exists. And provided that it isn't completely screwed up about issues A to Y. And provided you are willing to sacrifice the rest of your political signaling power to a signal about Z.
If you're lucky enough to be in a country with preferential voting, there's usually a handful of 3rd parties with various policies (with published preferences so you know where the vote will 'actually' end up). So you'll at least have the opportunity to cast a few bits of information, rather than a single bit.
Obligatory Ken the Voting Dingo comic about how it's not possible to waste your vote: http://chickennation.com/website_stuff/cant-waste-vote/web-700-cant-waste-vote-SINGLE-IMAGE.png "I'll look into this 'hugs'"
Previous Open Thread: http://lesswrong.com/r/discussion/lw/k9x/open_thread_may_26_june_1_2014/
(oops, we missed a day!)
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
Notes for future OT posters:
1. Please add the 'open_thread' tag.
2. Check if there is an active Open Thread before posting a new one.
3. Open Threads should start on Monday, and end on Sunday.
4. Open Threads should be posted in Discussion, and not Main.