You're right - I had Zephyr in my mind, but it is, in fact, Xephyr. Sorry.

I did mention Xephyr was installed as part of Nathan's scripts. He says it is not part of the SDK in his doc.

I also said I used an emulator running inside Xephyr, before abbreviating what I was saying to "attempt to install the GVM in Zephyr". I now realize I could have been clearer, but at the time hoped people would know what I meant.