Fury is also expected to face Anthony Joshua next year.
Lingering contractual issues and coronavirus are still set to play a decisive factor in the months ahead.
Zepeda improved his professional record to 33-2.
The three-time world heavyweight champion had sparred with Larry Holmes for several years.
The bout is due to be staged at Stadium MK’s Marshall Arena.
Fury’s third fight against Wilder in Las Vegas is scheduled for December 19 but reports suggest that could change.
Taylor knocked out Thailand’s Apinun Khongsong in the first round.
The Scot started on the front foot and caught the Thai challenger with a left-hand body shot to secure victory after two minutes and 41 seconds.
The world champion posted a video of the protest on Wednesday evening.
Taylor said: “It was probably my first real break from boxing. The unbeaten Scot can ill afford any slip-ups in defence of his WBA Super and IBF light-welterweight titles.