About the captain Caudex
Was Captain Caudex a member of the Second Legion or the Legion of Chorrol ?
I imagine that the Second Legion was in the Imperial City when Planemeld began ... and that its members were trapped like other legionaries from other legions (which ones legions by the way?).
We find a woman named Caudex on Chorrol ... A member of his family ?

I'm not aware of the existence of any 'Legion of Chorrol'. The Second Legion was headquartered in peacetime in the vicinity of Bruma. Caudex was stationed at Fort Warden, which is somewhat close to Bruma, but that doesn't really confirm he was therefore a member of the Second Legion.

About the Legion Zero
Was the Legion Zero created during the Planemeld or was it just one Legion among others existing before the Planemeld ? Opinions differ among players on this subject.

Legion Zero did not exist before the Planemeld. It was created out of legionnaires that were inside the Imperial City and drank the Blood of Molag Bal. Many Legions were recalled to the Imperial City, so I assume Legion Zero consists of soldiers from multiple Legions. However, it seems to contain atleast members of the Fourth Legion, since this conversation takes place with Quintia Rullus in the Elven Garden District:
Are you a soldier?
"Was. Served in the engineering auxiliary in the Fourth Legion.
It was fun for a while. Got to operate the trebuchets - blow things up and such. But then there was all the drilling, and waking up early... Wasn't for me."
So you deserted?
"Well, that's an ugly word for it, but yeah. Worked out though, right? If I had stuck around, I might have wound up all glowy-eyed and evil!

About general Raetus and Velarius
What legions were they in command ?

My best guess is that General Velarius was in command of the Fourth Legion (see above).
As for General Raetus, it's unclear how long he and his legion have been in Shadowfen. In Murkmire, it is revealed that the Ninth Legion once attempted to invade Black Marsh, but that was also a long time ago. Nonetheless, my best guess would be that General Raetus belonged to the Ninth Legion.

About Quintus Verres
Is Quintus Verres a commander of the second cohort of the seventh Legion ? This cohort was tasked with finding a device in the ruins of Volenfell.
The Seventh Legion landed at Satakalaam... and was defeated there.
Is Quintus Verres a member of this legion or is it a coincidence ? I imagine that Captain Candidus was working with Quintus Verres.

I do think Quintus Verres is part of the Seventh Legion's invasion of Hammerfell. It's a bit too much of a coincidence for him to be there if he wasn't.