in more ways than one this may seem like a recap of things already said. I think that Zexion's weapon was most likely a keyblade. Due to the fact that Nomura stated it's is a spoiler, in the journal of COM it states he "fell into ruin", and that the "possible" next kh is most likely on a keyblade war it seems likely. The person last seen in the secret movie, walking in the disntance, could be Zexion, possible.
Its also possible that after Axel attacked Zexion, he could have left Castle Oblivion and hid somewhere to heal or since he could change apperence turn to look like someone else.
Now bringing up "Proof of Existence". Every "grave" was "mostly" intact but his. Why? What or who could have destroyed his "grave". This has really been bothering me. Zexion could possibly be one of the more powerful members.
What I think it could also likely be is a "changeling weapon" due to his power to change into anyone he wants, he can take on their weapon as well. Since the scene in CoM when he turns into Sora he is holding a keyblade (I believe he was If memory serves me right). so he may be able to wield any weapon he chooses.