So after progressing throgh the game, I want to put down my speculation here. MOstly doing this so I have a record of whether I was right or wrong in my predictions that others can see Beware massive spoilers.
! seriously, you probably shouldn't look until you've gotten all the endings, unless you really don't care about spoilers. Also wall of text incoming
! So, my first speculation is on who Zero is. I think we can rule Sigma out right away, so that would leave Alice, Clover, Quark, Phi, Luna, Tenmyouji, K, and Dio. Dio was revealed to be in a mission to infiltrate the facility, and his bracelet was supposed to belong to the dead lady, so he probably isn't zero. ZTenmyouji says in one timeline that he had made a deal with zero, and uses luminol to test if you are Zero(under the impression that zero killed the old woman) and he seems to be the reason Quark is there, so they're both out. This leaves Phi, Luna, K, Clover, and Alice. Clover was working with Alice on a mission and they both seem to have been kidnapped together, and after clover's ending I'm sure she isn't zero, and due to some later speculation combined with this, I'm fairly certain Alice isn't either. IN one route, you get to a computer with an administrator file and the only person with you is phi. She doesn't know the password and it was a fairly important situation, so I don't think it's phi either, though I could be very wrong on this. That leaves Luna and K. Out of the two I believe Zero is Luna. My reasoning relies on a few key points: Based on the lunar eclipse in the Dio ending and the fact that radical-6 was supposedly released on the lunar eclipse mentioned in the lounge book (in other words, the one that happened a few days after Sigma was kidnapped) I had concluded this must be happening decades after they were kidnapped, which would be confirmed later when I found in a file that that cure for radical-6 was developed in 2038, 10 years after Sigma was kidnapped. THe treatment room contains 3 pods that can put people into a state of cold sleep, all of which were in use until 8 hours before the game. This would normally mean 3 people could have been kidnapped and put in cold sleep with the other 6 having come there through another situation. However, there are a few bits from this game (and 999 too) about Alice being made of ice-9 and thus it would be possible to put her in cold sleep without one if that was true. Thus I believe that the three in pods were Clover, Sigma, and Phi, with Alice being put into cold sleep in a different manner. There are a few reasons for this: Clover was able to use the esp power which was why she was in the first nonary game. Sigma seems to be a stronger esper as he uses it too, but a stronger user will stop a weaker user from being able to do anything. Phi seems similar to Sigma in that regard, and Alice was in the organization that recruited clover because of her esp, so she might have it as well. Tenmyouji said he made a deal with zero, which I'm thinking is to be put into the game along with Quark and the woman so they can be protected from radical-6, which would mean it's likely they didn't need to be put in cold-sleep. DIo snuck in, so he's in a similar boat. In the gaulem lab, one of the gaulems seemed to imply that one of the 9 was actually a robot in an advanced human flesh. Based on both K's backstory and the fact that his real face looks identical to Sigma, I'm pretty sure the robot is K, meaning he probably can't age and he seems to have been in the facility the whole time. That would leave Luna, who must be from that time as well. FUrthermore, Luna has a medical license and seemed to know about Radical-6, but said she was kidnapped the same day as Phi and Sigma. This is why I believe Luna must be zero. That said, I don't think Zero kidnapped the four. At least 3 of the 4 have esper abilities or at least potential, with the 4th possibly having them as well. Clover said in her ending that her organization was planning to attack the terrorists (likely Dio's group) to stop them from unleashing a virus (likely radical-6) and the date of the attack was to be 12/25, the same day Sigma and Phi were said to be kidnapped. Alice and Clover were knocked out on the 22nd, 3 days earlier. My theory is that they were being kept in the facility as a contingency plan in case the virus was released(which it was) because of their ability to use esp. THey probably discovered SIgma and Phi and the same organization kidnapped them for similar reasons. The facility they're in is likely a shelter for those not infected, which is why Tenmyouji wanted to get in with Quark. Unknown to him is that Quark was already infected. which is how it got into the facility during the game. As I said earlier, I believe K is a robot, and based on his story about his father(which includes him having no mother and his father building a robotic mother). K says the women he treasured in his story was the dead women, and she also had someone she treasured and was trying to save with research (probably Sigma). K also knows about sigma's esp based on his ending, and thus the research he mentioned is almost certainly linked to the game, but I still don't feel K is zero as otherwise Luna falls through the cracks. We know the esp in ths game can even be used to change the past, which makes me think the point of the nonary game is to get sigma to warn his past self (or possibly past phi) about what will happen so that radical 6 will be stopped before it is unleashed. If Luna is Zero, Id imagine she's been trying to continue the research K abandoned and find a way to save humanity.
–- Update From New Post Merge ---
Woah Big SPoiler (though not totally confirmed for me yet)
! I think Tenmyouji is Junpei, the main character of 999. He has a picture of akane(June) that he keeps with him, and it seemed he had some link to Clover based on another route. I'd speculated on it, but I'm fairly certain now