I think any name starting with Os- would be fine as a full name for the nickname
Oz. I don't think names that do not start with Os- or
Oz- work for "
Oz", regardless of the middle name. Only maybe
Otis could get away with it.
I wouldn't use
Osborn because it's way too
Ozzy Osbourne with the nn
Oz.
Having said all that:
Oscar Zeus "
Oz" would be awesome :)
From your realistic list, only
Osmond would work. I can't stand
Zachery though, but then again,
Osmond doesn't require a Z mn for "
Oz". If you like
Orion,
Zion and Z mns maybe
Osmond Zorion would work for you.