nap, down, fluff
毳 centers on fine, soft, hair-like material: the nap of fabric, downy feathers, or fluff. All given meanings describe a light, fuzzy texture.
毳 is composed of three 毛 (hair) components stacked together, emphasizing fine, dense hair or down. The exact historical development is uncertain, but the tripled-hair structure is a clear semantic compound.
Three 毛 (hair) components piled up create an image of extra-fine, fluffy hair: the nap on cloth, soft down, or light fluff.
For ゼイ, imagine a soft, fuzzy blanket that makes you say 'zay' as you sink into its nap: 'zay' -> ゼイ.