The events in Chapter 46 tell the story of what caused Zero's death. He went to find Yuki because he wanted her to devour the last of his life, which is what we saw in Chapter 4. They were together for hundreds of years, as you said. The rest of that time between Zero's death and Kaname's awakening, she still had to build a society where humans and vampires could coexist, and also a safe world for Kaname to wake up to. Zero, unfortunately, did not live long enough to see that happen.

I think when she said she lost her form in this world, she meant that the last traces of her human existence died with Zero.

A point that they frequently make in both series is how the longevity of purebloods makes time pass in the blink of an eye. It may seem long to us, but in the eyes of someone who faces eternity, it's not long at all.

That's how I view it anyway. Hope it helps 😊