Some MSQ bits and theorising for 6.4...
My theory (and I don't think it's anything groundbreaking, I think a few people have thought the same) is that perhaps Zero and Golbez are somehow connected from their past lives in the Thirteenth.
A lot of people have theorised that Zero is the equivalent of Cecil in this story (her being a PLD in the flashback, and the statue in her domain). Perhaps Golbez could be her brother as another reference, also doubling up as a parallel to Vrtra and Azdaja. The fact that Zero didn't know her old name makes me think it might be significant and that we might eventually find out (I wouldn't be surprised if it turned out to be Cecilia).
Or maybe they were friends - maybe the fixation Zero has on "what is a friend" is because she did have an incredibly close friend, once, and can almost sense that she did so but has forgotten who it was.
The "jewel in Golbez's heart" could even be something to do with Zero - maybe he thought he'd lost her forever and that gives him a more personal reason for wanting to end everything, or something of the sort.
I do still think she could be our shard - she does feel a little Ardbert-like to me, but I don't really mind if she is one way or the other - just something to think about.