Even though Zero is definitely a narcissist with an evil ideology and a hatred for America, sometimes I honestly believe we're dealing with a terribly warped child who has never grown up. Normally I would experience sadness for such a person, but not in this case. He's been given everything, had every opportunity, and yet he chooses darkness and destruction.
I believe you nailed it about the terribly warped child who has never grown up. The tighter the spot he gets himself into the more transparent his foolishness becomes.