Confidential

Wang Wen was one of the earliest grim reapers, and so have heard of lord Zero's name before new generations and newer appeared, not knowing who lord Zero is – the one forgotten over time. But, it was not as if there was no one who told the new generations of grim reapers about lord Zero. It is just that, no one dared, for lord Zero's identities are too complicated, and so his information became confidential. Huo Ling and Mo Shi are still just junior grim reapers. And, even if they would become senior grim reapers, it is still unknown whether they could access this confidential information about lord Zero. 

Well, maybe they could, since they are now apprentices. That is, if they were permitted by Yi Bing and Jin Wu. As for Jin Wu, he was a new generation of grim reaper and a senior grim reaper, but he shouldn't have been able to know about lord Zero. Yet, he did because of his position as the head of the Disciplinary Committee.