One thing, and one thing alone bothers me. When Luffy defeated Gecko Moria, Moria warned him that "the real nightmare is in the New World", referencing what happened to his crewmates when he fought Kaido. It was Kaido who killed them. And Moria basically warns Luffy that Kaido will slaughter his crewmates too. If Zoro does die, I would assume it be by the hands of Kaido and his men. But the reasons I find that hard to believe is mostly merchandising. Even if it was Oda's internal intention, the editors would never let him hurt OP finances that way. Another, lesser loved SH member, maybe, but not Zoro.
You know what? Let us assume Hiyori=Komurasaki, a woman who just somehow cheated death. Let's assume she has something that heals people from death (if used before a certain time, in all likelihood.)
Zoro (and most of OP fanbase) learn Orochi is no slouch and is actually more than worthy of being strongest Wano individual (due to fruit, not swordsmanship), and manages to kill Zoro. Or Zoro beats him only for Sly Fox Kyoushiro to just walk up and back stab him the instant his guard goes down, assuming he's not actually seriously good and is capable of defeating Zoro then and there fairly. In that instance, Zoro would die, but would get healed by Hiyori off-screen or something (I still think it's Otoko who is Toki and healed Hiyori. But that's just in case Hiyori gets captured, or visa versa). Point being, Zoro does in fact die!
But we already had a character die and get resurrected, seemingly, and he's been sleeping next to her for goodness sake! We all wondered why Oda brought the two together. And this is why! It will feel very contrived and obvious afterward, and everyone else will feel guilty they didn't think of it! You read it here first! It was me, Teach! (Poses like Dio Brando). Zehahahahah!
And then HP, in his soulless way, will lay out for everyone how this was so clearly foreshadowed even a piece of roadkill with its brains spewed onto the concrete could figure out, if it still had eyeballs to read. And we will all move on, the naysayers forgetting all they said to the poor people who made theories, so they can insult and mock the next theory that eventually is fulfilled in due time. Nobody remembers the Mr. Prince youtube vids? Seriously? Zehahahahah!
Or maybe Orochi just eats Zoro, he is presumed dead, but will find an ancient sword inside that was Oden's or something and cut his way through. And it turns out he's actually the reincarnate Susanoo-esc figure of Wano and that's where Asura comes from. It could be that one that shoots Wind! What can cut fire?
Wind!
Or maybe Asura actually gives him 3 lives, and you gotta actually kill all three of "him" to win. Maybe this Zoro we know is the nice guy. And the untamed, bloodthirsty beasts are the other Asura personae.