Zen is a school of Buddhism which originated in China during the 7th century, and spread to Vietnam, Korea, and Japan. It emphasises rigorous meditation practices, and favours direct personal understanding rather than knowledge of doctrine.
Zen meditation became known in the West at the end of the 19th century, and at this time it became used as an English name, albeit sporadically. Interest in the practice and philosophy of Zen grew during the 1950s and '60s, though the name's usage remained sporadic and it wasn't until the late 1990s and 2000s that this name began to be used more frequently.
In Greek mythology, Pyrrha and her husband, Deucalion, built an arc to survive a great flood created by Zeus. When they reached land, they threw rocks over their shoulders, and the rocks became men and women.
Although used more often on females, this name is also used on boys (albeit rarely). One fictional male bearer of this name is Momiji Sōma (草摩 紅葉) who appeared in the Japanese anime, Fruits Basket.
Many characters from Japanese anime and other popular culture bear this name, after her.
The use of Auden as a given name probably started in the 20th century, in honour of the famous English poet W. H. Auden (1907-1973). A known bearer of Auden as a given name is the American climate activist and businessman Auden Schendler (probably born sometime in the 1970s).