Zygarde-Lonely Mewtwo- Hardy Moltres- Modest
Zygarde: Meh it's alright though the fact it has high defense makes that nature a little less desirable. Adamant > Lonely
Mewtwo: Neutral is usually pretty bad in terms of competitive. You'd want Modest/Timid for normal Mewtwo and Mewtwo Y and Adamamt / Jolly for Mewtwo X.
Moltres: Perfecto! :P
They're pretty good. But they can definitely be better. Mewtwo could use a Timid Nature to get the extra speed boost and a jump on a lot of common Pokes. Zygarde would prefer Adamant because it won't be using it's special attack and it's a bulky Pokemon so it will be using it's defense a lot. Modest is good for Moltres, but Timid is an option too.
Well lets see...
Zygarde-Well, no Lonely is not the best. If you REALLY want to add to that attack go for Adamant but ideally Impish would work well.
Mewtwo-Hardy doesn't really do anything. Better go with something to reduce SDef or Def because that's Mewtwo's worst stats. Mind you this is STAT wise and not really according to movesets.
Moltres-Yup, we would all say Rash probably work best stat wise and moveset wise. Modest WILL ALSO WORK though but then again Rash is recommended.
So yeah. For Natures click here.
Hope I Helped! =]