The first time he was seen was when he was talking to Sepheir, being playful around her, and even somewhat flirting with her. At the end, he didn't end up being successful because Sepheir took it the wrong way when he talked about "the best woman". He ends up having a moment with Ace, and Sepheir goes ahead to the meeting room. He separates from Ace to go back to Sepheir's side when they're seen talking before they enter back in the room.
Training Arc
When there was a new tutor who was coming inside the Protezioni house, Zuro had almost an instant dislike towards the new tutor, but he didn't state why. While he was pissing off Akira, he then shows some concern towards Romano, who seems to be in panic. Once Romano calms down, he ends up being his usual self again. He and Bernando both talk about Akira, even insulting Akira and challenging him to a battle, and Zuro was obviously not the victor. He was sent to the medic room, and he was getting scolded by Sepheir until she notices him acting differently while getting patched up. After Zuro throws a fit of insults of disliking him, he ends up finally tearing up and saying that Akira reminds him of someone, not explicitly saying who it was, but Sepheir comforts him.
When he returns to the group by dinner, he enters the room to greet the people still in the living room. He comments about the tutor, feeling that he wasn't working as hard as them and only knew how to command and doesn't do things himself, but it ended up being false after seeing Akira train while when the members were done with theirs. Fortunato, Tsuyobi and Zuro end up approaching Rika, asking her for details, and she shares a portion of her past. While the arc continues, it reveals that Zuro is the only one that has a distaste for Akira.
When Hiyaro returns, he is shown to be playful towards the previous tutor, only for Hiyaro to toss him out the window. but Zuro was left uninjured because it was only one floor. At the end of the arc, he is shown coming to the meeting place with Al, and he goes to his repective crew.
First Mission Arc
Zuro was only in this arc by the end, when the mission was already done. He was shown to be in the designated room of Sepheir, showing they were actually roommates even inside the airplane rooms. Sepheir tells her honest feelings to him, and he is shown to cheer her up.