One regret I have with several of these examples is that by wrapping them in functions I had to change "last" to "return" several times.

You seem to see the use of return as a poor substitute for last, but to my way of thinking, it is the correct solution. This because it should work in any language that supports subroutines including those in use back when this debate was first started, in a clear and direct way free of flags and gotos and short-circuiting at every opportunity:

#! perl -slw
use strict;

sub checkRow {
    my $ref = shift;
    $_ and return 1 for @$ref;
    return;
}

sub firstAllZeroRow {
    my $ref = shift;
    checkRow( $ref->[ $_ ] ) // return $_ for 0 .. $#$ref;
    return;
}

my @array = (
    [ qw/ 1 1 1 1 1 / ],
    [ qw/ 0 1 1 0 0 / ],
    [ qw/ 0 0 0 0 1 / ],
    [ qw/ 0 0 0 0 0 / ],
    [ qw/ 0 1 0 1 0 / ],
);

print firstAllZeroRow( \@array );

__END__
C:\test>junk50
3
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