Supper's over and the dishes washed, nothing left but a piece of squash.
Now let's pick some wacky delta with 120,140, & 250 volt legs that looks like:
c.\
....\..\
......\....\
........\.....\
..........\.......\
..........b.______ a
[edit: this was supposed to look like a triangle but the spaces were being stripped out

]
If VB'=0, VA'=120<0, VC'=140<130.76, then VN'=250<17.254
If we use VN' as the reference point we get
VA=140<-148, VB=250<-162.75, VC=331.7<174.48 which transforms to
V0=232.48<-170.39, V1=86.29<5.8, V2=50.48<-60.8
If you take the delta voltages for these values and transform them you get:
VAB=120<0, VBC=140<-49.24,VCA=236.51<153.36
with a transform of
V0=0, V1=149.45<35.8, V2=87.43<-90.8
So you can see, even with a wacky delta, as long as the delta is closed, we are getting no zero sequence voltage.
Now let's take our nice delta from before of
VAB=207.85<30,VBC=207.85<-90,VCA=207.85<150
which transformed to:
V0=0, V1=207.85<30, V2=0
and open the delta like this:
VAB=210<30,VBC=207.85<-90,VCA=207.85<150
gives us a transform of:
V0=120.62<0.17, V1=120<-0.34, V2=120.62<120.17
The reverse is also true. If we take our sequence vectors of:
V0=0, V1=207.85<30, V2=0
and insert a zero sequence like this:
V0=1<1, V1=207.85<30, V2=0
We get:
VAB=208.72<29.87,VBC=207.83<-89.724,VCA=206.99<149.86
which does not close, showing an additional path and yields a net of
VAB+VBC+VCA=3<1
So, if you are getting a zero sequence, the delta voltages you are using can't be summed to zero. The legs can be different, they just must sum to zero in order to not have a zero sequence using the L-L transformation.
You can always draw the line-to-line voltages from the wye and the delta will close because the legs of the wye, by definition, will have a common reference point.
BONUS INFORMATION FOR THE 120/240 DELTA NEUTRAL:
For those that are paying attention, think about this common reference point on the delta and you will see why the center tap ground on the lighting pot of a 120/240 delta bank CAN NOT BE THE NEUTRAL POINT for the 3-phase delta system, but CAN ONLY BE the neutral point for the single phase portion of the delta system.