Yeah, it's nonsense to claim that Zoro protected himself from such a vast explosion by just coating his blade. Also, why would Zoro not be able to coat his body but his blades, which are an extention? Plus, Zoro coated his body with Haki on panel:
Zoro's hand and lower arm coated in Haki.
So why are you so desperate? Cuz Sanji is irrelevant?