Depends of what people mean by « Personal Guard » of Nicholas II. Some things get lost in translation or get embellished with time and generations. Leon Zoubkov could have been an officer in one of the many Life-Guards regiments. The Russian name for the Imperial Guard « Leib-Gvardia » – derived from the German word Leib (Body) – would suggest that they were bodyguards. They did guard Imperial Palaces and provide sentry service inside palaces during earlier reigns. But after Alexander III left the capital, detachments from the regiments stationed in St. Petersburg were sent to the Winter Palace mainly for ceremonial occasions and were not considered as personal bodyguards. As F.A. has already written, the task of protecting the Emperor and his family was entrusted to a number of military and police units who were under the jurisdiction of the Minister of Imperial Court.
Since the assassination of Alexander II, the personal security of the Imperial Family had been reinforced and an elaborate security apparatus was put in place. After the 1905 Revolution, it was further strengthened by the addition of a new Life-Guards Cossack regiment and a new Service in charge of Imperial Security. In his memoirs, its first chief, General Alexander Spiridovich, writes about the various levels of security that protected the Emperor and his family in addition to the various Guards’ regiments who were garrisoned in St. Petersburg, Tsarskoe Selo, Peterhof and Gatchina:
The Emperor’s personal safety was coordinated by the Palace Commandant. In order to protect the Emperor and the Imperial Family he had a force of a few thousand men from the following units:
- His Majesty’s Own Cossack Escort (called « Konvoi » in Russian) which had 2 sotnias (squadrons) of Kuban Cossacks and 2 sotnias of Terek Cossacks ( a 5th mixed sotnia was raised during the War). Inside Palaces they would stand guard at staircases, elevators and doors leading to the Private Appartments. At night Cossacks manned sentry posts inside the Private Appartments and wore Caucasian boots with soft soles to avoid making noise. They also provided sentries around Imperial parks perimeters and patrolled palace grounds and parks on horseback. A small ceremonial detachment of Cossacks accompanied the Emperor when he attended military parades or travelled on the Imperial train. A half-sotnia was also assigned to guard the Dowager Empress at the Anichkov and Gatchina Palaces (also in Kiev during the War).
- His Majesty’s Own Combined Infantry Battalion (later a Regiment) which comprised men detached from various units of the Guard and Line (Army) regiments who had imperial colonel-in-chiefs : it manned sentry posts inside the Palace, guarded entrances, corridors and service rooms. In Tsarskoe Selo it also provided sentry posts outside the Palace Park perimeter;
- The Palace Police : in Tsarskoe Selo, its agents reinforced the sentry posts at Palace Gates, kept a register of all people living in or entering the Palace, had the Court servants under surveillance, guarded the Catherine Palace Park and the streets close to the Palaces;
- His Majesty’s Own Railway Battalion (later a Regiment) : it was assigned to guard the special Imperial railway line between St. Petersburg and Tsarskoe Selo. When the Emperor travelled elsewhere by train, they provided security along the route and aboard the imperial trains;
- The Imperial Security Service (established in 1906): its 300 agents were in charge of protecting the Emperor and his family whenever they went left the Palace grounds. They also were in charge of protecting Dowager Empress Maria and the Emperor’s brother G. D. Michael when they travelled.
In 1906 a new Guards’ Cossack Regiment was raised (the Combined-Cossack Guards’ Regiment). One of its tasks was to reinforce the security apparatus. Its 1st sotnia was based near the Anichkov Palace in St. Petersburg (where the Dowager Empress lived ). Another sotnia was sent to Gatchina and 2 sotnias were sent to guard the Park and Palace at Pavlovsk.
I suppose anyone from these military or police units could claim to be a member of the Emperor’s « Personal Guard » but when people talk about the Emperor’s Bodyguard, they usually refer to his Cossack Escort which doesn’t mean Leon Zubkov (Lev Zubkov in Russian) was one of its officer. I would suggest you post something in the « Russian Imperial Medals, Orders, Uniforms & Militaria » section as some forum members are quite good at digging up military records and may be able to help you.