Part of me really wishes Other Night was made instead of HF so SN, ON and HA could've be the "Fate Trilogy", but alas, Zero also fits as part of the trio.
The Master/Servant setups and the battle scenes, albeit a bit derivative of FSN, were the strongest parts of Zero. Caster's last stand feat. Berserker was much akin to the 2/3 climaxes that were in all 3 routes of FSN, and it was amazing all throughout. The fantastic OIST also makes me wish Zero was in VN form rather than LN form - would've loved seeing Takeuchi CGs of all the major scenes.
Other than that, most of Zero is clouded in expositions about characters whom barely matter in the plot, or fights that have little reason to exist besides torturing Kerry's trio. The anime exacerbates that factor with key-janglesome padding, but even in the original LN it felt wishy-washy. As a prequel story, it's doomed to have its cast be thrown in the trash the instant the story ends. Uro genuinely might've done his best to make things flow well and give the story some legs to stand on, but the mere fact of it being TLDR preamble de-summarified prevents it from eclipsing either of the VNs.
On the contrary, a story about the 3rd HGW would've had more potential, seeing as it practically has nothing to do with SN's story besides Angra existing for 1/3 of its runtime before screwing off. A worthless premise that could be given a stellar standalone story

>TLDR
The premise gimped Zero from the start