Musannaf Ibn Abi Shayba 3:1510

Abdurrahman ibn Mahdi narrated to us, from Sakhr ibn Juwayriyah, from Asim ibn al-Mundhir, who said: Ibn al-Zubayr went out to al-Muzdalifah outside of the months of Hajj, and he prayed with us in the sheep pen, even though he could have found other places if he had wished to pray in them. And I did not see him do that except to show us.