So you already have installed zephir, but it's in stable build you could use just zephir command - it should return something. If not then you need to install zephir https://github.com/phalcon/zephir dont remember if it's installed in phalcon vagrant.
Still you should clone this repo even you have installed it to get all pulls etc.
Do the same with https://github.com/phalcon/cphalcon
In vagrant configfile create shared folders where you will store your projects with phalcon and zephir(your forks of phalcon/zephir repositories). So finally you have something like this:
/cphalcon - your repo
/zephir - your repo
/root/zephir - original zephir repo
/root/cphalcon - original phalcon repo
At least im using it like this.
This way you can work on your local system in your editor and using shared folders it will be updated automatically. On your VM machine.