The Untold Story of Zero and Sigma?
While Megaman X4 was basically the "X and Zero" game as one would choose whose storyline to play as for an entire game (just like "Megaman and Bass"), it also presented Zero's side of the story. We finally know he is Dr. Wily's greatest masterpiece but he was never unleashed in any of the old Megaman games, he was revealed not to be immediately usable but it's hinted somehow that he is Dr. Wily's successor... just my thought on what could have happened between Zero and Sigma during the events prior to Megaman X aside from the flashback.
So remember Sigma used to be the leader of the Maverick Hunters, created by Dr. Cain as the epitome of robotics. Zero was that "red maverick" that wiped out Gamma's units. Zero was shown to be a sadistic robot who relished in destruction, but also he seldom had seizures probably something that would upgrade his knowledge, maybe Dr. Wily inserted a copy of his memories into Zero's system hoping he will be a worthy successor. After Sigma defeated Zero in one-on-one combat (but Sigma got out barely alive), he wanted to have Zero examined in Dr. Cain's laboratory).
So what's my hypothesis of what happened before the first Megaman X game? Sigma was an advanced robot who had the ability to go maverick at will. For Zero, maybe during the time Sigma was chasing him, he may have built a few robots in honor of his "father" Dr. Wily but they were wiped out. However Zero proved to be more than a match for all the Maverick Hunters that only Sigma could defeat him at that time. Megaman X was probably still being tested by Dr. Cain while reading a message from Dr. Light, 30 years ago or Dr. Light's AI version had acted as if Dr. Light was still alive.
How did Sigma go Maverick? There's no hint for any malfunction either. What had happened was that Sigma mentioned that the Maverick Virus entered into his system. The Maverick Virus contains Dr. Wily's influence. While it's impossible Dr. Wily is the Maverick Virus but the virus still has his influence with Zero to carry his legacy. Zero's crystal glass was punched by Sigma, which probably started to reboot Zero into a completely different personality. At the same time, maybe when Sigma was analyzing Zero, he felt Dr. Wily's influence and started to download Zero's data secretly for himself before he planned his rebellion. Perhaps that was how he got information on how to create his Gamma form in Megaman X5, maybe that was how he "met" Dr. Wily, which he "met" him in a figurative sense since Dr. Wily had already died. And maybe, because he downloaded Zero's data he would also later find the three X-Hunters namely Serges, Violen and Agile turning them into his followers.