Turns out that when you tell the Tera-Byte people "I'll just let the hosting expire", they interpret that as "delete it now".
So for the next two days, parts of the internet will have the wrong registration information and will be looking at tera-byte for DNS information on my zone. Except that they've deleted said information, so I am off the air to parts of the internet for a little while.
Moral of the story: don't talk about letting the hosting expire until AFTER the TTL on the DNS record has passed since the time you change the name servers of record.
Corollary: start the migration off of a hosted platform more than three days before the hosting is due to expire.
Nice.
Overall I am still happy with my time at Tera-Byte and would recommend them to anyone asking about shared hosting.
Update: it looks like my own version of my zone is missing some magic that Tera-Byte uses to decide if it will let systems relay mail for me. When I telnet to their mail scanner, it refuses to relay. So I'm probably screwed until the zone records time out, which means all my mail will come as a flood on Sunday some time.