Zozo has a married brother named Zeza (Sizor?), two nephews (Buzz and Joey), and a niece (Swee) on Kirwin. Both Waldo and Zozo are close friends of the Foxx family. In Phoenix they saved Zachary from Kidd's ship, and at Eliza's "funeral" in New Frontier Zozo was weeping openly, even as Zachary tried to put on a brave face.
It's hinted in a couple episodes (Mistwalker, Scarecrow and others) that Zozo might be a semi-retired Galaxy Ranger himself. Unlike Waldo, Zozo can and does carry a blaster.