When Zorro is translated for its original meaning, we get two things
!. fox, vixen
2. sly crafty person
If anyone is any doubt as to whether Zorro the tv series or movie showed any of those attributes, then watch them again.
Zorro was a detective, cunning and very, very careful in what he did. This was how he was able to trick the Spanish authorities.
In modern days you have heroes like IronMan's Tony Stark and Superman's Clark Kent who hide their identities in characters that are quite the opposite of their superhero status.