There's no evidence that Megaman was destroyed by Zero
But we do know that Zero was created by Wily, as at the end of Power Fighters 2, if you play as Bass, you'll see a shadow of an imcomplete Zero, who Bass calls "A girlish looking robot"
And Zero wasn't exactly so much as Mavrick as the reason for Mavricks, due to him having the Zero Virus, which was then passed on to the poor ol' Mavrick hunter Sigma and it became the Sigma virus or something
But there's no evidence for Megaman being destroyed