Zeraora could well be based off of a type of yokai called a kasha. According to Japanese folklore, kasha are a nefarious variety of bake-neko, or monster cat, which were once believed to be the result of normal house cats living long lives and growing larger than 8.25 lbs. by drinking lamp oil. Kasha are said to appear during thunderstorms to steal human corpses to devour. They walk on two legs, are much larger and more ferocious looking than ordinary cats, and their fur and tails are alight with lightning and/or fire.
While Zeraora doesn't have an actual tail, it does have a tail-like structure in the shape of a lightning bolt extending from between its shoulders.