With a half decent scope, the POI should not change when you alter the zoom setting. On that basis, it shouldn't matter what zoom setting you use when zeroing; just use what you are comfortable with.
The markings at the bottom of the sight picture can be used for range finding, if you know the size of your quarry/target and how that relates to the different sized lines you can compare your target against. Not being familiar with your scope, it's difficult to be more specific.