It is a combination of multiple things but a lot of it me thinks will come with experience and will come when he improves his mental strength. He is unfortunate that he has to lead the team when he could have spent this time focusing on the small details.
His fitness level isn't as ridiculous as some of the Madrid players who have been here for longer than he is, what you say is true. Not everyone comes form Latin America with Gaucho blood or a Gypsy like Ramos. Third, his physical presence isn't commanding, so I see him shying away sometimes from tight spaces where he gets hit hard but that is something Iniesta even developed with time and a boost of confidence.
We all saw the difference, when he had something to prove he came onto the pitch like a rabid dog, I know he has it in him, it just needs to be unleashed. Di Maria though is more confident, in fact sometimes a little too much but that is a bit cultural I think.
But it is weird, Ronaldo without Ozil is like the ocean without Nemo, it just isn't the same. The moment Ozil touches a ball, Ronaldo is activated. The way he finds Ronaldo boggles my mind every match more and more. Just when you think Ozil played a pass because it is so obvious, he picks him out of the dead and activates him, almost forcing Ronaldo to run.
I can't recall Zidane from his days in Serie A, it is not something I paid attention to when I was younger so I can't argue with you on that one. When Ozil learns how to control the tempo, he will be magnificent but we need to find someone else to replace Xabi. Seeing Alonso do too much physical work scares me, and the more I see him hit the ground running the idea of Borja Valero coming back to Madrid seems appealing.
Xabi is our leader, far more influential to the team than Casillas and his presence is a must in big games so having Borja or Granero play instead of him will be very useful. All I know is that this summer I am expecting some heart breaking transfers.