I think what you're looking for may be a form of brachylogy, although it is neither asyndeton nor zeugma:

Brachylogy: a general term for abbreviated or condensed expression, of which asyndeton and zeugma are types. Ellipse is often used synonymously. The suppressed word or phrase can usually be supplied easily from the surrounding context.

Best I can suggest, I haven't heard of anything pertaining specifically to incomplete proverbs. But the heavyweights haven't clocked in yet...