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The only thing I know for sure to be canon is that he was a Marine Admiral.
I've also come to understand that the currently unknown shichibukai killed Zephyr's new recruits and cut the Admiral's arm off.
Please, fill me in on the rest of the canon concerning Zephyr!
I think his past is canon, since it contains characters who are or will be sgnificant to the plot. Anything that happened in a movie (watched half of it, was kinda boring), is not part of canon.
Wikia contains a lot of info.