Yes, absolutely, any decoder (well, any NMRA-compiant decoder) should run with any NMRA-compliant system.
I’d first check for a mechanical problem, like dirty wheels, broken pickup, etc.
Do you know what kind of decoder it is?
Can you read it on the program track? If so, get CVs 7 and 8, then check this cross-reference from Tony’s: http://www.tonystrains.com/technews/dec_rescue.htm
That will tell you not only what it is, but how to do a reset. (As you’ll see, many will reset if you put 8 in CV 8).
Do the reset, on your program track. It may or may not “jump” in confirmation.
It should then operate on address 3, and you should be able to re-program it.
If you can, then try changing something other than the address to see if it will accept that.
Then try a different short address, like 4.
I have no idea how a Zephyr works, so don’t know if there’s an easy way to set a long address, if that’s what you need to do. My NCE will set them very easily, either on the main or program track, but some systems wont. But if you get it changed to 4 or some other short address, then you know the decoder is probably ok.
Let us know how you do with this much, and what you found in CVs 7 and 8. Somebody here will be able to help with the rest.
By the way, here’s a great site about many things DCC (but not the Zephyr, unfortunately), that’s actually understandable: http://www.members.optusnet.com.au/nswmn2/DCC.htm#Contents