This is really intriguing, & given Zero's character, plausible as well. Thus far, I like the set-up, & pre-series storyline you've concocted. And thankfully, it's not riddled with bad grammar and/or writing, just a quality fic.

The way Zero entered Azkadellia's life, & the charge her father left him with would actually fit into Zero's motives for which he has remained so loyal to her--although his character is far more complex than that. However, this piece is more than well-enough on its own, & I enjoyed this. I'll keep a lookout for if & when you decide to do a continuation based on this ;)