I actually also play Zero 
he’s my second favorite, though I have never played him melee.
Zero: Learn the Zero “rhythm”
Playing Zero is kinda like a dance… there are step to learn and a flow to observe. Dodge, deception, sidestep, Kunai, grenade, reload, waiting, aiming, lining up targets for bore, shot, dodge, take advantage of the kill skill, reload, reenter deception, etc. A well-timed zero can dispatch anything with any gear, but if you make a false move, the best gear in the game will not save you. He’s really a glass canon and relies a LOT on the player’s skill. I suggest you start by exploring a simple “shotgun surprise” build with some points into Unforseen. That should teach you what you need to know about Zero’s special gameplay. It’s hard to master but very fun and rewarding. (don’t forget to spec out of unforseen once you hit UVHM since it stops being useful by then)
Nisha: Nisha’s a bruiser, nothing like Zero They are both glass canons but that’s where the similarities end. With Nisha, just pick any gun that you would like if there was no such thing as recoil and hammer away. Make sure to spec into Tombstone and Unforgiven and everything will die very fast. Nisha’s main issue is ammo: she cranks out so much lead that ammo conservation is her biggest issue. Learn to pace yourself: You can get as much DPS as you want, but always at a price. The trick is to manage your output with your resources. Try to favor guns that deal high damage PER BULLET spent even if they are slow. DPS doesn’t matter, her skills handle that part: she can make ANY gun a terror…as long as you still have ammo. Diversify your loadout and favor neutral element guns. She does great with non-elemental guns and with Cryo. a standard 12 points in L&O is always a good idea (pick the middle one-pointers)
She does great with pistols, shotguns and snipers.
