is it worth using Zephiel(Neutral) over my +Def Zelgius

Zephiel and Zelgius are two entirely different creatures. Zephiel is insanely slow and excellent at using armour-exclusive skills including his native wary fighter. His ability to get distant def on his weapon also plays quite strongly into a style that really slows the battle down, makes one-rounding extremely hard, etc. Zelgius plays a lot like a lot of units with good atk, spd, and def and low-ish res, except he comes with distant counter and has a very lethal special. He is therefore arguably the better between the two at using bold fighter because he will also avoid some doubles using spd and possibly double through an opponent's swordbreaker using bold fighter. Zephiel is decidedly better if you're parking on your camp in grand conquests and distracting 3-4 opponents (some of which may be blue) while the rest of your team steals their camp; Zelgius will probably be a lot better on the side of the team attacking the enemy camp.