From your lists I like:
Zido, [name_u]Zephyr[/name_u], and [name_m]Zane[/name_m] (I like that it’s a new vowel sound in the set)
I do like [name_u]Zion[/name_u], but I think it sounds kinda close to Zido. Probably not too close to use, but maybe close enough that you might want to consider other choices first. [name_f]Lola[/name_f] seems a little too “normal” next to the boys choices, and [name_u]Sasha[/name_u] and [name_m]Ezra[/name_m] seem a little too boyish (unless you wouldn’t mind if people couldn’t tell from just seeing your kids’ names whether you had three boys or two boys and a girl).
Some suggestions (I listed my favorites with your boys’ names) 
Boys: [name_m]Zade[/name_m], [name_m]Zander[/name_m], [name_u]Zola[/name_u], [name_u]Zuri[/name_u], [name_m]Zebulun[/name_m]/[name_m]Zeb[/name_m], [name_m]Zeke[/name_m]
Zido, [name_u]Zephyr[/name_u], and [name_m]Zade[/name_m]
Zido, [name_u]Zephyr[/name_u], and [name_m]Zander[/name_m]
Zido, [name_u]Zephyr[/name_u], and [name_m]Zeke[/name_m]
Girls containing z: [name_f]Azura[/name_f]/[name_f]Azora[/name_f], [name_f]Aziza[/name_f] (maybe too much z on this one??), [name_f]Kezia[/name_f]
Zido, [name_u]Zephyr[/name_u], and [name_f]Azura[/name_f]
Zido, [name_u]Zephyr[/name_u], and [name_f]Kezia[/name_f]
Other girl names: [name_f]Electra[/name_f], [name_f]Lalia[/name_f], [name_f]Miri[/name_f], [name_f]Callista[/name_f], [name_f]Caia[/name_f], [name_f]Aura[/name_f]/[name_f]Auria[/name_f], [name_f]Melania[/name_f], [name_f]Poet[/name_f], [name_f]Vala[/name_f], [name_f]Raina[/name_f], [name_f]Eleri[/name_f]
Zido, [name_u]Zephyr[/name_u], and [name_f]Lalia[/name_f]
Zido, [name_u]Zephyr[/name_u], and [name_f]Miri[/name_f]
Zido, [name_u]Zephyr[/name_u], and [name_f]Callista[/name_f]
Zido, [name_u]Zephyr[/name_u], and [name_f]Auria[/name_f]
Zido, [name_u]Zephyr[/name_u], and [name_f]Raina[/name_f]