I think zero died with yuki because in ending those two kids reply the message to kaname I don't remember the message but I do know that zero was also included in that message. (●'◡'●)ノ
Yuuki died for Kaname's sake so that he can be a human. There was a scene illustrated that Yuuki standing in front of Zero's grave and therefore they didn't die together.
I think zero died with yuki because in ending those two kids reply the message to kaname I don't remember the message but I do know that zero was also included in that message. (●'◡'●)ノ