Zapos will roam in Platinum after the National Dex. If hunting it's smart to have a pokémon with synchronize and the ability you want (bold) as your lead. As it will have the chance to pass it's nature to the pokemon. But because it's roaming it's time consuming to figure out if it has taken your Bold nature.
Zapdos can be caught in HG/SS on route 10.
When in HG/SS you need to send it to DPP and learn it defog with the HM. Then send it back to HG/SS cause it's not a HM move there and so can be transfered to pokémon Black/White.
It will take a lot of time to learn Zapdos defog the legit way and have the requested nature. But if you really want it, time pays off!
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