Marshadow has been romanticised a lot in the anime. It is known to understand others' feelings and mimic its opponents to eventually overwhelm them. It can also reportedly cause nightmares, which is an outlandish claim if we look at its references rationally; nowhere outside the anime this fact is mentioned.
As such, it'll be safe to assume that Zenith Marshadow might have some more "powers" than regular Marshadow, but there is no source backing up this claim.
It is also worth mentioning that Marshadow's only major stint in the anime was Marshadow M20 (I Choose You!). Outside that it has had a cameo in a few other meritless episodes.