Safe to assume that if I'm talking to a native Hebrew speaker, we're using Celsius?
Pretty much nobody outside the US uses Fahrenheit, so yes.
Exactly what I thought, but the world is full of surprises
Wouldn't "Is it below zero degrees?" be acceptable?
if translating into English - yes - that is how we'd say it. in hebrew you don't need the "Is it"
There's no זא, but Hebrew likes impersonal, so it's not a huge strech. I guess you could translate it like that.
Why not "zero degree"?
Two reasons I can think of. First, מעלות is in a plural form. Second, in English "zero" and its synonyms always ends up taking the plural form -- zero degrees, no cats, etc. "Zero degree" just doesn't fit right in English.