Just to sumarize:
1.-Real proof of zero's death (painful as it is for me T_T)
Zero 4's ending and ZX starting is proof enough. There was no conflict during the 200 year gap. I mean really, just common sense too. NOTHING can survive atmospheric re entry like that. Zero was on board an exploding space station, and if Weil's explosion didnt get him, atmospheric friction did. He died. Only to be brought back as a biometal in ZX.
2.-How ciel came up with the whole biometal thing (like, if she converted the reploids into bio metals, or just took their DNA or whatever). I know they explain a little in ZX but not the WHOLE thing.
She studied Model W. Albert created the ROCK system (MEGA system in the localization) and Ciel just based the biometals off of that system, only using the souls of X, Zero and the big 4 instead.
3.-The whereabouts of Harpuia, Leviathan and Fefnir
Killed by Omega's explosion in Z3. They shielded Zero from the brunt of the explosion.
4.-Real proof of X's death (T_T)
He died when he sealed Dark Elf. His soul was ripped from his body into 5 parts, 4 of which later became the big 4. X in the Zero series is technically already dead. In Z2, Elpis just destroys his body. In Z3 however, he runs out of energy, and is no longer able to manifest in the physical world, and thus goes back to the cyber world, the "reploid afterlife"- unable to interact with Zero anymore. (until he is turned into model X)
5.-Link from MMX5-X6? to MMZero (assuming that X7 and X8 arent story related, X5 was the last "official")
X6 has your link in the form of Zero's ending. Get equipped with it. it takes place further down the road, NOT right after the game. and X7-CM ARE "official". they were made by capcom, and ARE part of the timeline.
6.-And also the link between MMZero and MMZX
what more of a link do you want? is already pretty well explained that 200 years prior to ZX, the battle with Weil was raged, and he was defeated by "legendary heroes". his soul lives on through Model W, which is what was left of Ragnarok, modified by Albert. So Ciel studied the Model W core she found, and made the Ciel 6 biometals from the knowledge she obtained on the ROCK system.
there isnt much else to say. There is not much that happens between Z4 and ZX. life goes on, and people start over after Craft destroyed Neo Arcadia.