By design, the 127.0.0.0/8
network is supposed to respond even when there's no network adapter in the machine.
When you ping an address in this network, it doesn't goes down to the hardware layer, not even to the L2. The request is handled and responded to in the Internet (Network) layer of the TCP/IP stack.
So you cannot capture it on any other adapter than the loopback adapter(except maybe if you configure a port mirroring of the loopback adapter to another NIC or other unusal setup of packet forwarding).

Concerning the 0.0.0.0 address
It is reserved and should only be used as a source address in a initialization process I.E. DHCP / BOOTP.
It is not a valid destination IP address, as per RFC1122
Whether a host will respond to a ping to 0.0.0.0 is implementation dependent. Windows and MacOs doesn't handle it, while Linux Debian respond:
Windows
ping 0.0.0.0
Pinging 0.0.0.0 with 32 bytes of data:
PING: transmit failed. General failure.
PING: transmit failed. General failure.
MacOS
~$ ping 0.0.0.0
PING 0.0.0.0 (0.0.0.0): 56 data bytes
ping: sendto: No route to host
Linux Debian
~$ ping 0.0.0.0
PING 0.0.0.0 (127.0.0.1) 56(84) bytes of data.
64 bytes from 127.0.0.1: icmp_req=1 ttl=64 time=0.038 ms
64 bytes from 127.0.0.1: icmp_req=2 ttl=64 time=0.015 ms