maybe it's just somehow getting warped in the zephyr, like the warm air being too warm or something... have you contacted Cochlear about this? Maybe don't put the headpiece in the zephyr? I have no idea, just guessing. Have you asked the Cochlear CI users community to see if anyone else has had similar experiences?
so try contacting cochlear yourself, be persistent and find out why your headpiece got skewed. and in the meantime, I wouldn't use the zypher if possible, in case it is the zypher's doing.