@aveotheotokos I love your list! (Although we have cats named Zoe and Zara, and a human baby named Zelda, so we're very partial to Z names over here, lol.)
I have not heard Zephyra before, but I love it -- very pretty and unique! Zephina, Zia, and Zuri are my other favorites on your list.
If you're still looking for ideas, you could consider Zosia/Zosha -- it's a diminutive for Zofia, which is on your list. Zerlina is a pretty name similar to some of the names you like. And I recently came across the name Zadie, which is a refreshing take on Sadie. I also recently discovered Zelia, which has a little more edge than Delia or Celia. So those are some other Z options that might resonate with you. Happy name hunting to you!