No, seriously. Check this out.
Common characteristics of those with sociopathy are:
• Grandiose sense of self-worth
He unfortunately isn't kidding when he comments about how amazing he is. As far as he can see it, even if he's kind of fucked up, he's x1000 times better than everyone else in the world. He calls Sei's actions cowardly, bringing up how he could obviously do better. None of the other vampires are walking around with multiple mansions, a personal assistant, and actions that say, "Hello, I'm self-centered and have a huge ego".
• Superficial charm
Debonair is his middle name until you spend enough time with him and realize he's kind of a freak underneath it all. He's very polite and considering and calm in front of Jirou, Mimiko, and Kotarou when they come to meet him, but behind closed doors with Sayuka he's arrogant, manipulative, and snaps at nothing. He's charming because it suits him and the lifestyle he leads, even if the thoughts in his head don't match up.
• Criminal versatility
Oh sure, he gets invited to the good guy meetings and helped save the Special Zone from a second Kowloon Shock, but he is the leader and creator of an anti-authoritarian faction that exists to cause nothing but trouble. He uses them to his own advantage whenever he likes. In the manga, he almost deals in weapons/slave smuggling, but eventually doesn't because the good guys take down the trader in question first.
• Reckless disregard for the safety of self or others
He doesn't ever really have to worry about his own safety in the special zone, but he blows up a warehouse while two of the good guys were still inside, with only a warning of "get down and pray to God". He also almost blows up a boat while Cain is still very nearby, which is a pretty dangerous thing to do around your supposed ally.
• Impulse control problems
Can and will do things purely for the lulz. He messes with people even though it doesn't look like it'll get him any particular end. He screws with people through the entire vampire meeting, until Sei tells him to stfu. And after ten minutes of relative silence, he's back to screwing with people. Chasing after Cassa through Kotarou may have also been very impulse driven, since Kotarou isn't someone he'd use for manipulation purposes.
• Irresponsibility
Sayuka: Auguste is on the move again. They're going to try to blame you--
Zelman: Let them, I don't care.
Sayuka: But sir--
Zelman: It's annoying.
• Inability to tolerate boredom
It's of my firm opinion that he screws with people when he's bored. I mean, why else would he stick his nose into Cain's business and invite Jirou over for a chatting? He's not on any time schedule, and he has no great goals. He's just doing it because he has nothing else to do. When he's bored, people suffer.
• Pathological narcissism
He is amazing and he knows it. Throughout the series he's throws out little, "Why yes, I am awesome" lines and doesn't seem flattered so much as confirmed whenever someone tells him he's amazing. He's not terribly humble. When Kotarou asks, "Are you strong?" he doesn't hesitate to say, "Yeah, I'm strong" and then regards that beating Cassa would be a piece of cake. If there is a chance to point out that he is better, he will take it.
• Pathological lying
When people start wandering into questions he doesn't want to answer, he'll start to lie his ass off. Sometimes he'll lie to give himself the upper hand in something silly like an argument. Sometimes he lies to make himself look like a better person or get on someone's good side. You could say that his entire personality is a lie, since he really hates everyone beneath it.
• Shallow affect
Through the entire series, we only see him as angry, amused, and very briefly, surprised or happy. He does not properly feel sorrow or pity, and he obviously is lacking in the "loving" department. He just functions on a couple emotions, and the rest have been smothered over time, if they were ever there at all. He also tends to flip between angry and amused very quickly, annoyed at Sayuka one minute, then laughing at political squanders the next.
• Deceitfulness/manipulativeness
He leads people on, and tries to get them to do what he wants appropriately. Most of his manipulation seems to be done with some kind of emotional reaction in mind as the end result, like how he seems to be spitting out random comments the entire meeting just to piss Cain off. He does this with Sayuka a lot as well, getting angrier than needed to make her feel horrible about bugging him, and then touching her cheek and complimenting her to assure that she wouldn't be angry with him.
• Aggressive or violent tendencies, repeated physical fights or assaults on others
No, we aren't going to blow up the villain, we're going to blow up the entire warehouse. That aside, it's stated through the guide and the novels that he fights for a living, and that it's within his nature to actively seek out violence and challenges. And, well, he's got that short fuse when it comes to certain topics where he goes from complacent to aggressive in half a second.
• Lack of empathy
He shows very little consideration for the feelings of others, and doesn't seem to care when they're concerned or irritated with him. He also seems to be bad at gauging when a comment is taking something too far (like in the meeting, when his last comment pushed Sei over the edge and he was entirely surprised by it). He can gauge what other people are feeling, but only through observational experience, not through instinct.
• Lack of remorse, indifferent to or rationalizes having hurt or mistreated others
Second-in-command? Second-in-command who? They didn't really seem to be on the same page in the series, but Zelman drops all ties to him the second Auguste dooms himself, dismissing him as an idiot and saying that Silver Blade should have killed him anyway. I think it should also be mentioned that his entire faction gets turned into Kowloon Children and he kills every single one of them without a hint of remorse or regret. In fact, he's just shown as a little more irritated than usual.
• A sense of extreme entitlement
He has a talk with Kotarou about what a true Black Blood is, as if he's the expert on the subject. He might be, but the point of the matter is that he considers himself important enough to meddle in everyone's affairs. There's no business that he won't make his business, as seen by Cain and his attempts to lure in Jirou just to mess with people. Even on just a racial scale, he comments to Mimiko as if to say, "That's right, I'm a Black Blood and thus better than you, and don't you forget it."
• Lack of or diminished levels of anxiety/nervousness and other emotions
Has he ever, ever looked nervous in the entire show? No? I rest my case. Danger doesn't even glance him, and while Mimiko freaks out when she realizes the Special Zone is going to become a Kowloon breeding ground, Zelman's reaction is calm and rational. Apparently, during the meeting with Jirou, he was very anxious and excited the entire time. When watching it, though, he doesn't look any different than usual.
• Promiscuous sexual behavior, sexually deviant lifestyle
Sure, he doesn't sleep with people left and right, but he sure indulges in his bloodsucking habits a lot (passed out chick on the floor, good times). He flirts with people a lot, too--sometimes directly, through clear comments and physical contact (face-caress of awesome), or sometimes just though his odd choice in vocabulary. He has a way of making his battles very sensual and, in a sense, that's the most stimulating thing out there for him, so. He gets around one way or another.
• Poor judgment, failure to learn from experience
He's three steps ahead of everyone, until the very end, when it's revealed that the Coven is being used as the starting point for the next Kowloon Shock. Despite Auguste turning into one and reports of Kowloon Children appearing in his mansions, for some reason, Zelman did not see this coming. It should also be mentioned that despite warnings and despite being threatened by Sei himself, he continued to go about sticking his nose into trouble. He isn't so good at the learning thing.
• Lack of personal insight
He's not very good at finding things about himself. He knows the facts because people have told him, but he tends to pin all his problems on other people and doesn't think that he needs to change. He finds the world to be a place where nothing is of value, mostly because he can't see that, perhaps, the fault lies within himself for not being able to change. He doesn't much know how to improve himself, only how to improve the people around him.
• Failure to follow any life plan
Even just by watching the series, you can see that he doesn't really have much in the way of a grand plan for the future. He ignores his resources (the Coven) and he doesn't really try too hard towards any one goal (letting Cassa escape, not sinking the boat, etc). But that might also be because after eight-hundred years, not too much seems like it's worth planning out. He is a "good-enough" guy instead of an, "I need to accomplish X" guy.
• Abuse of drugs including alcohol
They don't work on him so much, but he does smoke even though the general effect is supposedly lost. In the rare events he will actually be effected by alcohol, he tends to go overboard instead of being smart and staying away. If blood could be counted as a drug, well... There you go.
• Inability to distinguish right from wrong
He calls himself a bad guy, but he plays on all sides of the field, really. There are lots of things that don't really occur to him as right or wrong, partly because of his huge sense of entitlement. It is very rare that he'd do something because what moral alignment it follows, since he sees everything as a gray area filled with personal gain. He often justifies his wrongdoings by saying that they're not that bad, which leads me to believe he's not entirely conscious of just how dangerous his actions are.