In regards to Zenos being the real Yda: possibly? It's foolish to rule out possibilities, but there's nothing linking the two beyond both having blonde hair. (Despite some popular notions, Garleans can have hair colors beyond white - Nero, for instance, is also a pale blonde like Zenos.) They'd need a very, very well-done explanation on how and why an Ala Mhigan refugee who became a Sharlayan Archon would fake her death and defect to the Garleans, becoming both a tyrant to her homeland and heir to the Garlean throne.
If Yda is Zenos, I will melt my armor into slag.
As for my opinion on "obligations," it's the same thing Spider-Man has beat into everyone's heads since childhood: "With great power there must also come - great responsibility!" or, as Uncle Ben puts it in the Amazing film, "[I]f you [can] do good things for other people, then you [have] a moral obligation to do those things." The problem is... sometimes that "good thing" means doing something morally questionable. If we'd apprehended or killed Ilberd back in Halatali, he wouldn't have been able to form the Masks, assault the Wall, and summon Shinryu. Countless lives on both sides would have not been lost, and we wouldn't have had a war with the world's superpower foisted on us. (Granted I do believe a war with Garlemald over Ala Mhigo was inevitable, but even so.)
In another context...
In Skyrim, one sidequest is clearing out a ruin of zombies so you can lure a priest in there for a group of cannibals to eat, you included. Even though it stops me from getting 100% completion, I refuse to do this quest on moral grounds. I clear the ruin, then assassinate all the cannibals because the fact this is an initiation ritual into their cult means they've killed and eaten at least four other people and will continue to do so, and are liable to end up contracting a neuro-degenerative disease that will eventually kill them anyway. (There's a reason cannibalism is not a good idea, and it's not just because of social taboos.)
In any and every game where it's possible, I avoid killing unless I absolutely have to. I have perfect stealth and pacifist runs on Deus Ex: Human Revolution, don'tcha know? Sometimes though, killing really is the right choice. Refusing to kill someone too dangerous to be left alive isn't being noble or heroic - it's selfishly prioritizing your own innocence and conscience over the greater good. Does this mean you operate out of your own private court of law? No - you kill only in self-defense and as a last resort. But you don't get to tell the countless soldiers that will die in the war, and the families who will be shattered, and the innocent people who will have the horrors of war visited upon them something like "Sorry about all this, I just didn't wanna kill the guy responsible for it." and still consider yourself good.
It's not fun, fair, or clean. You'll get your hands dirty, but sometimes bein' a hero means doin' the things nobody wants to do...
With all that said... we're going into a war a fanatical Ala Mhigan resistance leader sparked, as the aggressor, against the world's superpower which is known to be highly oppressive and aggressive in conquering territory. I think the people crying for more "moral greyness" got what they wanted.