Michael,
I suspect you will need a hefty sprit and a bobstay to carry the luff tension of a code zero. However, do you really need a specialized close reaching sail? Code zeros were developed for modern fractional racing boats with non-overlapping headsails, to rate as spinnakers, and power up the smallish sailplan in the close reaching angles. The large headsail on the E35-2 should be OK reaching in moderate and up winds unless you are using a small, non-overlapping jib. I'd consider a bigger light wind genoa on your existing furler or a light drifter on its own furler on the sprit IF (big If) light air reaching and upwind is your goal. I'm OK with reaching and upwind in light air with my laminate 150 genoa.
I would definitely consider the sprit to use with a downwind A-sail. This would allow you to use a big downwind sail without the hassle of adding and gybing a pole. Sailing downwind in light air is fun with a big chute IF (another big if) you like sailing in light air vs motoring. I REALLY wanted a big downwind A-sail on a sprit and a top down furler to avoid gybing my giant symmetrical chute on the pole. However, research seems to indicate that the downwind A-sails with big shoulders don't top down furl so great and do better with a sock for launch and retrieval. Plus, you don't want to leave any furled nylon sail up on a furler sailing in a breeze or when stored, rigged or in the bag for a long time. So, dealing with a chute on/off a top down furler is more hassle then packing a symmetrical in a turtle bag. Plus you have the cost of the top down furler and stronger sprit/bob stay. I'd go downwind A-sail in a sock on the sprit.
Lastly, and most importantly, I would consult with a sailmaker on all this. He will have better and more up to date info on the latest trends and gear, know your boat and listen to what your sailing goals are. I didn't even stay at a Holiday Inn Express last night.
Mark