I would say slim to none. There's two logical paths imo for Zoro.
1st- He came over with the original group from Wano but given his age this seems unlikely.
2nd- He was born in the East Blue in an area near where Shimotsuki Village was found.
I think the 2nd is more likely because as I said he'd be too young if he came with Kozaburo and if he was the child of one of the other Wano people then the village would have recognized him but they didn't he was an outsider to them until he joined the dojo.
I've been saying for awhile I hope we get more explanation on the rest of the SH parents. We still need to know about Nami's birth parents, Zoro, Brook and Franky. Some could argue it's not important or in Nami's case we got Bellamere we don't need real parents....to those people I bring up one word. Sanji. We already had Zeff we didn't need his real parents......