The only way to have complete local control and Z-wave control, as well as Vera having an accurate idea of the lamp's state, is to rewire the lamp using a Microswitch like the Aeon Labs or Fibaro units.
You would need to wire the microswitch into the lamp's power cord and connect the lamp's local switch to the switch connections on the microswitch. See the crude drawing below. Naturally, you would conceal the microswitch somewhere within the lamp.
Another way to do it might be to fabricate some kind of casing for the Aeon (or fibaro?) micro-dimmer, so it could be installed on the cable to the lamp, just like any regular inline dimmer. I wonder how hard it would be to do that... maybe it could just be 3D-printed? It would need some decent cord retention, and a way to accommodate a small momentary switch. Easier still if Aeon would produce such an accessory themselves, though doubtless they'd need to get the whole assembly UL-tested or something.
It's always frustrated me that nothing like this exists for zwave, since I feel that proper local control is essential for table lamps etc. Minimotes etc just don't fit the same function since they tend to float around, go missing, get dead batteries just when you need them, etc. And I want guests to my house to be able to do basic things like turn lights on or off without undergoing training!