I came up with a quick mockup/trace over Zero of what I think he looked like according to the art and sprites
The only issue I can see with that image is that unlike Copy-X, X does not have any blue on his abdomen to connect his hips and chest. Also, I personally feel that his chest should be light blue or gray, but the Z2 sprite disagrees with that... So.. the only issue in terms of accuracy is really just the abdomen.
was not involved in any part of the story's lineage. It was only artwork, a mere interpretation of anything and everything.
This is untrue. Inti has always been very careful about having even the smallest of details be considered in the canon. In regards to that piece of art, they say that despite that artwork (which was created because of Nakayama being generous with his artwork), they still died at the end of ZERO3 whilst protecting Zero from the explosion.
In the conversation between Aizu and Nakayama, it's mentioned that Nakayama is not quite certain about where in the timeline that event goes. And Aizu elaborates that the timeline and events of that image are 'a little fuzzy', so they just threw it in there. This doesn't say that it's not part of the timeline, simply that they haven't quite figured it out yet.
Inti's track record here is "entrusting everyone to use their imagination" and "making complicated explanations real fast". They truly dislike having to label anything as non-canon, therefore it's only a matter of time for them to figure out how it's supposed to work. At the time of MMZOCW's writing they simply hadn't quite done that yet, as their retcon of the Big4's deaths to transition toward ZX was still very recent.