Personally, I do believe Zenos will be an unsympathetic antagonist - Yoshi-P said so, so there's little room for doubt. I'm just not ruling out the possibility, because it's always possible he could be sympathetic or have sympathetic motives. (Again, this is why I hate dealing in possibilities.) That said we've been told he'll be unsympathetic, so I'm expecting an iron-heeled tyrant or a spoiled manchild ("I'm the Emperor's son, I can do whatever I want!"). Despite that he could still be entertaining - a villain need not have sympathetic qualities or motives to be extremely engaging. Here's hoping he's half as entertaining as the likes of Junko Enoshima, Yuuki Terumi, and Handsome Jack...

The "grey morality" likely comes in with the Resistance, esp. factions like the Masks, not the Garleans themselves. Every Garlean antagonist we've met has been somewhere between "conquerer" and "utter bastard;" Gaius is what's probably considered progressive among Garleans, and he still said he was justified in taking Eorzea for his own simply because we could not stop him doing so. Rhitahtyn had a point in stating that Garlean meritocracy is... meritocratic, but he is undoubtedly the exception that makes the rule - non-Garlean soldiers have a very hard time rising in the imperial ranks, and can and will be executed at their legate's (or even a tribunus') whim. They have to serve 20 years to earn basic citizenship, exceptions notwithstanding. To say nothing of what the Garleans do to people who aren't conscripted.

The Scions are the white. The Resistance (i.e. Masks) are grey. The Garleans are, by and large, the black. While they do have some good points, they are not and will not be the Archadian Empire some want - not without major reforms, at any rate.

As for Regula, while I did hope to see more of him I think he'll be offed in 3.5 one way or another. Even if not, he said that Varis doesn't tolerate failure, so if he goes home empty-handed... yeah. He could survive and have a presence in Stormblood, but what would cause that to happen and what his role might be I haven't the foggiest.