Best way to merge zelgius?

Depends on the build. For bold fighter, +atk -spd. Now that special fighter is a thing, neutral can be considered in ways it wasn't before. (I still think SF is better for +spd Zelgius though.) For vengeful fighter, maybe neutral if you want to avoid some doubles with a spd buff. I can't think of that many units in the 35-37 spd zone, so 33 spd doesn't seem to do anything, but 37-39 spd will.