To rescue Zephyr, please follow these steps:
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When you first enter the 10th basement floor, go to the room where Zephyr is trapped and choose "Observe / Keep observing / Come back later after gaining strength."
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You must find a note that teaches you how to use dark energy for healing.
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As you progress through the dungeon (around the central area), you'll see a message saying "With this healing power, I might be able to help the man." When this appears, return to Zephyr’s room.
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Regardless of the method or choices, use dark energy on him and complete the mini-game. You’ll see the message "There’s nothing more I can do for this man." After that, he can be rescued during the 10th floor boss fight.