Well, the fact is---parents will choose their favorite names! My mom just cringed when my brother named his daughter, Agnes. More and more in this modern world we hear very unusual names. It makes it difficult for non-family members to even pronounce some of the "wierd" ones. Some are just made-up names..! Personally, I like easy to spell, easy to pronounce names for boys and for girls. Mary, Sue, Joan, Ann, Rita---Bob, Bill, Joe, Tom, Tim, -----yesteryear's names! Hope that you will eventually fall in love with both twins' names! Congratulations !!
Zoe is a great name. Zephyr might have a bit of trouble with his name down the road. Perhaps he'll have a chance to pick a traditional nick name for school? It's a good question about middle names.
Sometimes pick names during pregnancy but then change them when the child doesn't "look" like the name. In addition to this, it isn't your place to criticize the names they choose. It makes the parents feel like crud because they often devote a lot of energy (and arguing) to finding those "perfect" names. If they ask for opinions, just remind them to practice yelling them, so that they find how easily they are pronounced should they need to convey urgency ;-)
Happy entrance to grandmotherhood. Remember this is her turn to learn the lessons you refused to learn from your mom :-D
Even if you don't like the names now, once they get here and you fall in love with them, hopefully their names won't bother you. One of my friends has a granddaughter with a name she didn't like, but it was amazing how quickly she didn't care about the name once her granddaughter made her appearance!