As nouns the difference between gust and zephyr
is that
gust is a strong, abrupt rush of wind while
zephyr is a light wind from the west.
As verbs the difference between gust and zephyr
is that
gust is to blow in gusts while
zephyr is {{cx|intransitive|poetic|lang=en}} To blow or move like a zephyr, or light breeze.
As a proper noun Zephyr is
the god of the West Wind.