Coming late into the discussion about whether or not Zevran is amoral. I believe he is most definitely amoral. He is neither moral, nor immoral, and his dialogue throughout the game reflects that. Outside of the romance storyline, everything he says reflects his opinion on what is necessary. He is both amoral and pragmatic.
When he talks to Alistair about asking The Maker's forgiveness I don't believe this for a moment. Given his past, when would he have ever learned the Chantry's teachings? Children living in w/houses are not likely to be given a religious upbringing and the Crows sure wouldn't want religious assassins. I feel this is more likely just a wind-up to taunt Alistair.
He can see the usefulness of the Anvil, and in RtO he disapproves of wasting time on a funeral for Cailan. I know others think this is out of character but, to me, its completely in character for someone who inflicts death and moves on quickly. Hanging around in a darkspawn lair to cremate a corpse is a non-productive waste of time that could put the party in danger if darkspawn reappeared. The dead body doesn't care what happens to it. Any death in the w/house would have been quickly dealt with so it didn't interfere with business and any deaths among the Crows would have been treated very lightly (if acknowledged at all). Note - even though he was very close to Taleisin he just walked away from the body. That does not mean he would not feel regret, but I can imagine him seeing the end result of a killing as irrelevant.
Zevran does have capacity for compassion & caring, but this is very different to morality. He doesn't like killing innocents, but it happens and he won't lose sleep over it.
He is, first and foremost, an assassin who loves the act of killing. He is proud of his craft and of the fact that he has been trained well. He doesn't like to be called a murderer (which is an immoral act). The Crows have honor, but not morality, and keep their word. Zevran also keeps his oath (unless he finds you unworthy of it).
That's my take on him anyway, and one of the reasons I think he is the best character in the game.