Tzatziki sauce is made of ingredients that mostly contain water - this is the reason why the sauce appears to have split (water separates and remains on top), especially after it sits for a while. To prevent it from happening, you can remove any excess water from the cucumber used, or from the Greek yogurt. Add salt just before serving to help stop the cucumber from releasing even more juices. Avoid using low-fat dairy products in tzatziki, as they quickly become very watery.