There is a short-story about a "typical" incident in Zenos' childhood and... he definetly doesn't have a "tragic backstory". At least, not the way the term is usually thrown about. For all that Varis doesn't seem to be around, he seems to have provided Zenos with a good education and everything one could reasonably expect a prince to want. Zenos just... is really messed up in his head. Even back then. He was already finding everything too easy and wanted more of a challenge and wanted to get stronger (via any method possible). And he was definetly as board already as we see him in Stormblood. His character in Stormblood is... pretty much unchanged from that; he's just got more power and people to terrorize now. Granted, finding out he was seeing dreams/memories of the Last Days of Amarot since forever definetly explains a lot about why he could have been that messed up. But I don't see how Zenos turned out being the only way someone going through that could turn out either.

The biggest change to Zenos' character was... finding out someone like the WoL existed. Someone who really was at his level and was capable of defeating him fairly. It changes his perpetual board state into an obsession that revolves about a person. And the thing is, Zenos acknowledges he could do something different than obsessing over the WoL once he doesn't die; he just doesn't want to.

He's certainly one of the most self-aware, self-made villians I've seen in a very long time. He also is really board to watch as he hasn't really been doing anything in ages and his rational for what he does is so obvious and uncompelling.