Zero: Trans or Lesbian, or Both?

[Sea-Wolf]

I doubt we'll ever find out. Firstly because there is, at the time of this post, no firm evidence to suggest that Zero will appear in 7.0.
Secondly because NPC relationships are not something that the game is known for exploring. At all.

But there was an entire raid exploring Ryne and Gaia. I think they might give us a Surprise since many people are interested in Zero's sexuality. She is an Icon.