They do say in that article that 0-day came from warez scene citing Wikipedia.
Here's some text from an Amiga demo dated early 1992 that uses the term "0-day warez" : http://janeway.exotica.org.uk/file.php?id=94232
the article refers to "The origin of 0-day (zero-day) in hacking (etymology of zero-day)". Thus not the warez scene. It was taken from the warez scene by the hackers scene, but the interest is in when the first reference was used within the hackers scene for so-called exploits that haven't made the public yet or are so new that they are still referred to as 0-days.