How could one come to your previous thoughts while reading the manga, there was nothing hinting to that so far in the entire time since Kin'emon appeared.
In punk hazard and then further in dressrosa there were implications that there are many countries at war, that receive weapons from DD, one of them being wano, therefore the fear of kinemon and momo when they heard the name of kaido… so i assumed zou was one of them, because usopp stated that words 'samurai' or 'wano' are better be unheard there...
P.S. please check my signature