Dr. Zoom (aka The Shell Shadow Queen) is a stuffed turtle toy belonging to Yadina Riddle. She is green with a yellow cape, which can also be used as a parachute. Yadina carries Dr. Zoom everywhere with her. According to Yadina, Dr. Zoom loves plants, especially lettuce, grass and spinach. In I Am Mary Shelley, Dr. Zoom is referred to with she/her pronouns indicating Doctor Zoom is female.
Yadina regularly refers to Zoom as a distinct entity, such as saying "our hero" when Brad catches her. Brad didn't really save Zoom though, because Yadina actually flung Zoom up in the air when she fell and the yellow cape acted as a parachute letting her come down upon Yadina's head.
Doctor Zoom could be considered one of the main characters of the show, since like Xavier/Yadina/Brad she is also mentioned during the opening theme song!