Why does the Zero questline not work? How do I acquire the link skills for Zero?
The questline for Zero is not coded, and you are not required to complete them in order to achieve the subsequent levels for Zero's link skills. In order to achieve the link skill levels for Zero, you need to level up your Zero character; you may refer to the following list on what levels are required for each level of the link skill:
Link level 1 will be obtained at level 110
Link level 2 will be obtained at level 130
Link level 3 will be obtained at level 160
Link level 4 will be obtained at level 190
Link level 5 will be obtained at level 210
There is currently a visual display glitch where viewing the link skill on the Zero itself shows up as Level 1 despite your character's level. This is completely normal and the level of the link skill will reflect as per your character's level on other characters.
Check out the FaQ for more questions you may have.