Overflowing ryou imo... plus the anime has it show up the moment zoro coats his blades black I ultimately think it will be a stylistic choice by oda when zoro creates his black blades, it will signify to us when zoro is overflowing his ryou.
Zori mastered Enma and got hellfire to replace the purple flame, Enma being a nod to the Buddhist ruler of the underworld which is basically what Zoro said he would become.
Also the Gorosei have green flames, it's all connected.
It isn't supposed to do anything, it's just a visual indicator to show KOH that Oda uses, like haki lightning doesn't actually do anything by itself either
The flames/smoke indicate when Zoro is using overwhelming haki. I do think there's a deeper meaning to it. I think the flames/smoke are the first step to forging a black blade.
The reason Lucci was clashing against Zoro with his claws and haki instead of Zoro cutting Lucci down in an instant was to stop Zoro from looking too strong, overshadowing Luffy and keep Zoro away from the admiral and Gorosei for plot.
We may not like it, but that is how Oda typically write Zoro's battles when he faces a much weaker opponent and he doesn't want Zoro to defeat them in an instant. Same thing happened when Zoro fought Apoo. Apoo went from blocking Zoro's CoA attacks with his tonfas to Zoro easily cutting through Apoo's tonfa and beating him a one attack.
CoA overflowing, we have already seen the flames with Luffy during his time with Hyogoro and it appeared once Enma exudes ryuo and every time after. Don't see the confusion tbf. Change from purple to green is to show Zoro is now overflowing his haki.
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