Although nowhere does it say or imply Zero is Cupid, as far as I know.
Thanks for that link; I knew it was stated somewhere.
As for DJ Zero being Cupid, I believe it was from either Prometheus or one of Zero's Event missions that the link was established- and I don't think it was stated outright, just heavily implied (again, either by Prometheus or by Zero himself).
EDIT: I think it was most closely hinted at in Zero's own dialogue during the most recent Valentine's Event-
Question: Where can I find Cupid?
Zero: That... isn't relevant. Cupid is LONG since retired, but his bow and an arrow are in the hands of private collectors.
That bit of dialogue, plus something Prometheus said in one of his things about the Greek Gods and the Wells, IIRC, are what led me to that assumption initially. The Devs later confirmation that Zero was his own Well was just the icing on the cake. But it hasn't been outright stated, no.
(Question for the next Lore AMA?)