You never want to lane and leave as it creates a disadvantage for your lane partner. Personally, I consider Zephyr to be a weak jungler early on, so I lane with him instead (eating cyclones asap to prevent pushing the lane). If you're set on jungling it'd probably be better to have the axe, then you should focus on stacking the medium camp closest to the second tower so you can use it to pull creeps out of the lane, benefiting both yourself and the solo laner.
My biggest tip I can give you is...
Avoid having to heal at the fountain. Rely on the side shop and the courier to keep you farming. It is quite easy to play a whole game as zephyr without going to the fountain for health or mana.
I usually go to the fountain towards end game to break up my hotbl to heart and shamans.
As others have said, Zephir is a decent laner but a rather weak jungler in the early game. If you get bad creeps it can be a real pain, with good one its okay at best.
Cant really give a lot of tips. Abuse side-shop, courier and pull spot (try to stack before). If you have a couple of cyclones try to stack, once you have a lifetube you can farm pretty well but up to this point its hard.
also important note: NEVER START ON LANE AND LEAVE TO WOODS AFTER 1-2 LEVELS. It really really ****s your solo as you steal important exp and ck.
Zephyr mid is amazing, and he can be completely amazing in lane with a hero like Demented Shaman, or Slither. Anyone with a slow really. He's a good jungler mid game, but he isn't good early game. Ten times faster farm in lane.
If you jungle stay in jungle unless you are low mmr and you go to lane and your lane partner is useless. Farm up helm first then rush post haste. After you have post haste you can free farm basically and get all of the items you want. The hardest part is farming that post haste. Zeph can single handedly rape everyone basically, so do not feel bad about afk farming for 30 minutes and leaving your team yo fend for themselves because once you get your mock, helm, headress, behe heart, and post haste its basically gg unless the entire enemy team is carries that free farmed also.