Almost every character has "daddy issues" in that the dads in this series mostly suck and have caused lasting trauma to their children.
Daddy issues usually means that the person felt like they weren't good enough for their dad or that they struggled to get their dad's approval/attention. Sanji definitely had some of that as a child, but he also made a conscious choice to reject his father, and that means he acknowledged that how his father treated him was wrong. A lot of people who carry "daddy issues" actually still idealize their father, and he doesn't. Zeff did a pretty good job with him, but I don't think he idealizes Zeff, either.
If anything, Sanji has classic Freudian mommy issues and has never found approval from women in a way that his mother showed him. He suffers from the Madonna/Whore delusion, which is not uncommon in men who idealize their mother. Elvis Presley is a famous example. He stopped having sex with his wife after she gave birth because he couldn't do it with someone he knew as a "mother figure."
Usopp has some pretty significant daddy issues because he had to grow up and play the role of a husband/caretaker/protector at a young age. What's interesting about that is that he became one of those kids who hangs out with kids who are much younger than him. It's a sign of immaturity when teens do that, but to Usopp, he was a captain and playing the part of a "real man."
Ace has the worst daddy issues of anyone in this series, but that's pretty understandable. Garp didn't do a very good job with him, either. Momo is a close second place.
It's important to remember that "daddy issues" are caused by the men who suck at being a father and are not a reflection on the child at all. Being traumatized by your father in a way that causes you to go through life with psychological issues is not something you can blame a child for, nor is it a fault against the child. At best, it provides a good character development arc for when someone who has that problem begins to become a caretaker themselves and learns to be a better adult. You can see a little of that in Ace's protection of Luffy.
Helmeppo is a classic case, and he transferred his father figure to Garp, same as Coby. It seems to have worked out for them.
It's interesting that the term "Daddy issues" is usually used as an insult towards women, especially sexually forward women, but in this series, there's so few women with known fathers, and there's not many female characters who display that behavior. Maybe it's better to think of it as "parent issues," because then we can include:
- Robin, who sought any kind of family, even if it wasn't a good one.
- Zoro, who pretended he didn't need anyone else in the world. (Law fits here too)
- Doffy, who idealized his mother and hated his father and then later went on to reinvent his family with placeholders.
- Drake, who rejected his father and wants to make up for his father's behavior.
- Big Mom, who is just all kinds of fucked up due to Mother Carmel, but she still idealizes her. Her own twisted ideas about motherhood are just pathetic attempts to fix her own past.
- Jack, who is stuck in a perpetual little-brother position.
Unless, you know, this post is just intended to insult Sanji by using a term that's usually applied to women. In that case, I guess I just wasted 20 minutes of my life.
