Sylphs are female elemental air spirits who are said to protect innocent maidens. They are the souls of maidens who flirted in life but never gave their favours. They sometime appear as butterflies, mostly around fragrant White flowers. They usually are found on hilltops and/or open plains.
Zephyrs are guardian of the winds. They get their name from Zephyrus, the west wind in Greek mythology. Zephyrs are usually pictured blowing trumpets From where the winds came from.
I did get this information from a book I am reading. The author being Cassandra Eason.