Most video-anomaly research stops at frame-wise detection, offering little insight into why an event is abnormal, typically outputting only frame-wise anomaly scores without spatial or semantic context. Recent video anomaly localization and video anomaly understanding methods improve explainability but remain data-dependent and task-specific. We propose a unified reasoning framework that bridges the gap between temporal detection, spatial localization, and textual explanation. Our approach is built upon a chained test-time reasoning process that sequentially connects these tasks, enabling holistic zero-shot anomaly analysis without any additional training. Specifically, our approach leverages intra-task reasoning to refine temporal detections and inter-task chaining for spatial and semantic understanding, yielding improved interpretability and generalization in a fully zero-shot manner. Without any additional data or gradients, our method achieves state-of-the-art zero-shot performance across multiple video anomaly detection, localization, and explanation benchmarks. The results demonstrate that careful prompt design with task-wise chaining can unlock the reasoning power of foundation models, enabling practical, interpretable video anomaly analysis in a fully zero-shot manner. Project Page: https://rathgrith.github.io/UnifiedFrameVAA/.