Given that the steps to creating tephra to imbued tephra are to mine the tephra, place it in a furnace and then place it on an altar, and all of those steps have to be done in the same room as the boss this is a reasonable question. Yes, the boss fight starts without you having any tephra in your inventory. So you will need to run to one of the pillars (preferably the glowing one) and start mining away. Thankfully, Zalcano is not an aggressive boss and will not attack you directly with too many attacks that do high damage. It’s her indirect attacks you need to look out for, which can deal high damage but also can be avoided. So your best bet is to complete the creation of the imbued tephra process as quickly as you can. Then start hitting her and take down her armor before going after her with your pickaxe.