I know it's not set in Equestria I therefore have leave to bend/violate a lot of official canon, but I still stick with fairly desaturated colors for OC coats. The two show ponies that have vivid coats are Big Mac and Luna; they're very, very rare, and they're not even that dark. I only have one, maybe two dark-coated ponies so far (
here's one of them). Zephyr's had a pale, icy-blue coat since her initial conception. The color of
this guy's(/girl's?) eyes, to be exact.
I won't be making too many in-text references to Zeph's appearance; as I remember I've only said that the front of her mane looks like a V, and that she has a blue coat. Same deal with Whimsy--I think I've only mentioned that her blindfold is orange. Those appearances just won't come up much; Zeph knows what both of them look like and there's little reason for her to even think about it. I'll still be drawing them, but I would like to emphasis that when it comes to written stories, part of the fun is leaving things to the reader's imagination; how I picture Zephyr may be different from the way you or the next guy pictures her, and just ignore the fact that I'm the author (honestly). None of us or wrong
or right.
As for why Zeph's mane in front is styled like a V...
well, yeah. Rule of symbolism. (Minor spoiler: her primary thematic element is the wind; secondary is both the storm--lightning, specifically--and a bird of prey, hence the 'beak'.)