A Walsh zero space (WZ space) for $f:F_{2^n}\rightarrow F_{2^n}$ is an $n$-dimensional vector subspace of $F_{2^n}\times F_{2^n}$ whose all nonzero elements are Walsh zeros of $f$. We provide several theoretical and computer-free constructions of WZ spaces for Gold APN functions $f(x)=x^{2^i+1}$ on $F_{2^n}$ where $n$ is odd and $\gcd(i,n)=1$. We also provide several constructions of trivially intersecting pairs of such spaces. We illustrate applications of our constructions that include constructing APN permutations that are CCZ equivalent to $f$ but not extended affine equivalent to $f$ or its compositional inverse.