One problem with Fate/Zero is that it expects the audience to have seen FSN

I disagree with this -- in fact I think some criticized it for spending time enough to introduce new watchers who had never seen F/SN(and in fact I recommend people to watch Fate/Zero first. Though personally I had indeed watched F/SN first, several years back)

Without having known anything about Angra Mainyu, and never played the visual novels, I still got that with all its tentacliness and black-ooziness and the human-sacrifice needingness of the thing, it was really more of an Unholy Grail than a Holy one; malicious, not just ruthless like Kiritsugu...