Zorro is really Sabo.
Remember, they were both from Goa? They are also both a little bit related to the revolutionaries- Sabo being able to talk to Dragon before the tragic incident happened that implied him to be dead and Zorro originally rooting from the Dojo where the revolutionaries get their supplies when they are still on that island. It is also revealed that a certain chapter shows that a young zorro, his first appearance as a child, is wearing bondages in his body and his head. My theory is the revolutionaries were able to save Sabo, and then they leave him on the Dojo, he suffered an amnesia, then was later on named as Zorro. What do you think?