Yeah, I found this confusing too considering the direction they were going at the end of Peace Walker.
There's some tapes that were added to GZ called "Paz's Spylog" which I think may have been an attempt to retcon/clarify that, though.
http://www.youtube.com/watch?v=FU8QZ8Lo98o
First of all it confirms that Zadornov was always working for the KGB and a pawn, never directly with Cipher if that wasn't already obvious. Secondly 6:54 - 7:55 seems to suggest that Paz wasn't sure if her orders to hijack ZEKE and fight Big Boss came directly from Zero as she questions who she is speaking to but then drops it.
I mean I could be taking that the wrong way and Paz's doubts are simply to highlight that Zero delivers his orders via proxy as SF mentions in another tape, but I think it's suspect they added these when they weren't in the original Peace Walker almost as if to retcon the incident. Paz met Zero for real before she was sent to Motherbase and seems to understsnd his agenda, so I think her questioning who is on the other end is probably a hint Zero never gave that order and someone was impersonating him.
I also found the recap at the start of Ground Zeroes weird. It talks about Zero's initial orders to Paz which were simply to make contact so he could "rejoin his old comrade"... I don't know, the way the recap is phrased it almost seems to go out of it's way to avoid any mention of Zero's antagonism to Big Boss. It glosses over the fact Zero and Big Boss were supposedly bitter enemies, or that Zero was supposedly trying to force Big Boss to work with him or would destroy MSF.
It's strange but it's also maybe telling about where MGSV is going, either Zero is retconned to be less antagonistic at this point than we believed or maybe the presentation of this story/game is being filtered through the Patriots perhaps? I hope not but Kojima did say the game would include some Orwellian themes lol