Well i don't think that he is Bonzu Pippinpaddleopsicopolis the Third's son (aang's) son. There is a reason i am saying this
I have done quite a lot of research on the avatar and Zaheer, because Aang has only 3 kids and if Zaheer was Aang's son, wont Bumi know? After all Bumi is Aang's eldest son according to his wiki.
So, how he knew the airbending guru might be because he's a member of the red lotus.
Also he is an martial artist.
He might have figured out how to air bend so fast like Toph figured out how to metal bend
Also here are some info i found
Zaheer developed the ability of flight through the teachings of Guru Laghima, becoming the first airbender in four thousand years to do so.
Given his whole entire fascination and fixation on the Air Nomads (for instance his constantly quoting Guru Laghima.. it would not surprise me if he learned all of the forms and how to perform Airbending before being locked away. A lot of the many moves in each style of bending can easily be used in a fist fight as normal martial-arts as they're all based off of various schools of discipline from Asian martial-arts in the real world. So yeah, I'd say that Zaheer probably learned all of the moves for Airbending before he was imprisoned.
I'm betting that, based on what he said to korra about the ORL's plans to be korra's elemental masters, zaheer was going to be her airbending master. since a group such as the ORL couldn't get an actual airbender to do it, zaheer probably mastered all the forms and stuff, kinda like the avatar aang fan club/air acolytes in preparation for this, and so when he actually got airbending, he saw it as vindication that their mission was right, and was able to actually master the element pretty quickly.
That's all the facts
The above info contains spoilers and is not my content
Pls do not be angry with me for that