Prior to finalizing a design fo an important character, lots of ideas will be conceptualized then utmost screening will follow before the tough selection process is done. It is not different with "Doctor Strange". Perhaps a blockbuster icon has some kind of format that made Zealot looks almost like Marvel's Death character.
It was first speculated that since Death is not a stranger in Thanos over the years, playing as an ally or an enemy, it would not be surprising finding him in "Doctor Strange" but a female version?. The resemblance should not stop Death from showing up in the same film later on, as featured in the Comic Book.
Zealot is one of Kaecilius' followers who resorted to dark magic and gave his service to Dormammu. The design is ethereal and even fanatical. It can be related to the grim reaper. Director Scott Derrickson's horror background would be very suitable for the horrific character.
Marvel fans can easily recognize the nature of the new "Doctor Strange" character. Like how Death is, Zealot can transform into many forms including being a human. She is in a robe with a skull-like face also. Death has actually no gender but often disguises as a female.
Thanos adores Death, and he deliberately erased entire civilizations just get her attention. His killing spree, however, did not impress her. It is a plan that actually made Death stays aways from him. His meddling in her role made her feel useless.
"Doctor Strange" shows that unpredictable events can happen together with the existence of strange characters. If evil monsters can make it there, the Death character can be duplicated as well or perhaps, can cross over. That is something to watch out for at this Avengers: Infinity War sequel film, and May 4, 2018, is the target showing date, according to Cinema Blend.