Zephyr’s corruption route is actually determined on the first night, and everything needed to enter it happens during that event.
(Important precondition): When you first rescue Zephyr (while using the black energy), do not choose the sympathetic option. Instead, choose the one that implies you’re aroused or intrigued by the situation. That decision flags the potential for the corruption route.
Then, on the first night, when Zephyr offers to tend to your needs, you must reject him—this applies to both the romance and corruption routes.
If you accept him during this scene, all route progression will be blocked.
If you fulfilled the earlier requirement mentioned above, rejecting him will unlock the "Punish him" option that leads directly into his corruption route.
Once you select that option, you’re officially on the path.
Hope that helps clarify things!