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With being one of the best at Soldier and his friendly character Zack should have had many friends. Especially among the other Soldiers. He was a person you could respect and trust, and a person you could depend your live on in a mission.
Some say that most likely Zack was Sephiroths second in command, and that is more than possible. The general trusted him and they soon became friends. That's why Cloud knew so much about Seph in the first place. He said they were friends.
I think Sephiroth saw in Zack someone nearly equal to him, because he had always been the best and superior to all of the other first class Soldiers. Zack was something like his counterpart, where Seph had this cold appearance and seemed like someone who didn't care about others that much, Zack was always the one to be merry and joyful around people and was able to make everyone laugh from one of his jokes.
So he was more than just Sephiroths second in command, he was his friend, and a friend he could trust.
To the Soldiers he was always one of them, he wasn't the person to look down on others because he was better than them. Like he acted towards Cloud. Zack probably met him at Soldier training and they became close friends. Most likely Zack had been like an older brother for Cloud, one who didn't let him down when he didn't make it into Soldier. He was probably the best and first real friend Cloud ever had, with the kids from Nibelheim always looking down on him for being different from them. After they escaped from Hojos lab in Nibelheim Zack doesn't leave Cloud behind, he takes him to Midgar with him, and he even gets shot protecting him. If this isn't a true friendship I don't know what is.
And even after that Zack doesn't leave Cloud. He lives on as a part of Clouds personality and his memory, and after Cloud remembers who he really is, Zack is still a part of him. Without Zack, Cloud probably wouldn't have made it through the five years in Nibelheim.