It's quite nice :)
I'd assume it was a not-so-common French name, and I read it as 'zay-feen' before looking at the pronunciation.
My second thought was that it might be 'ze-fa-nee' (like
Stephanie but with a Z).
The thing says French literature though. Does that mean only
Josephine from
Les Mis gets called that, or is it a ligit French shortening?
It wouldn't bother me if someone not-French used it, because using names from other languages never does bother me. But some people might expect French ancestry? I don't know..
Definitely prefer it over
Zephyra and
Zephyrine. Both, for some reason, make me think of Zeppelins.