Bale has been an unused substitute in Madrid's last five games, while Rodriguez has been left out entirely of three successive matchday squads.
Wales forward Bale has received attention for his recent behaviour in the stands, covering his eyes with a face mask as if to take a nap during the Alaves match, and pretending to use binoculars to watch as Madrid beat Granada on Monday.
"[Gareth] is one of ours. You try to put things between us, but you won't be able to," Zidane said in a news conference on Wednesday, reacting angrily to a question about Bale's future. "We're united. We all think the same way, Gareth, James, everyone here, we want the same thing."
He said earlier this month that Rodriguez "wanted to be left out for his own reasons" although he has since refused to elaborate.
Both players came close to leaving Madrid in 2019 before deals fell through, and the club are likely to try to move them on again in a difficult financial environment this summer.
The club have urged fans to avoid gathering at Cibeles -- where the team traditionally celebrate trophies -- if they win the league, with fears that large crowds could lead to further outbreaks of the coronavirus.
"In the event that Real Madrid are crowned champions, our players will not visit the usual places of celebration, in particular Cibeles, and we therefore also ask our members and supporters that... they do not gather in these places either," the club said in a statement on Tuesday. "In this regard, all of us must make a contribution... and show the utmost responsibility to avoid the risk of contagion."
"There's a lot of noise about celebrations and so on," Zidane said. "Tomorrow we have a game and we have to focus all our energy on that... We think about our fans. There are a lot of people who've had a bad time. That's why we work to achieve things, thinking about our fans who can't come to the games. I think they're proud of the squad."
Zidane's team have a perfect record since the La Liga restart, winning nine games in a row to overhaul Barca at the top of the table.
"When we came back to work after the lockdown, the players wanted to do great things, you could see it in training," Zidane said. "They wanted to stay behind and do a lot more work on their own and that says everything about this team."
There are still concerns about the fitness of Eden Hazard, who has made just one brief substitute appearance in the last four matches as he continues his recovery from a persistent ankle problem.
"He's better," Zidane said. "He's fine. He isn't affected now by the discomfort he had a few days ago. That's good for us. It's important that Eden is totally well."