After checking most scenes that involve Madara/Tobi and Zetzu and some with Zetzu alone, I cannot find one instance that Zetzu refers to Madara as Madara. Anyone want to give me proof to the contrary? more interesting, I came across this scene:
They seem more like buddies than a master and subordinate. I wonder how much Zetzu really knows because he seems to be the only one Madara trusts. Still, why he uses Tobi, I don't know.