oh, so 당신 notice that, satsuki-chan? Well, it can be simply explained like this: "Due to a translation mistake in the early scanlations of the manga, Zazie had been confused to be a girl. However, he is now confirmed to be male." - this's what the Admin explains :))
So don't worry, Zazie is a male for sure, both in 아니메 and manga. Just a little mistake messed his gender up a bit ^^ Later, it has been fixed!
Keep watching and 읽기 Tegami Bachi, sweetie!!! Glad that 당신 사랑 it now! :D