I'm noticing that the recipe says "blood orange macarons," but there is no flavoring (not even vanilla!) in the recipe for the macarons themselves...

Maybe orange blossom water? It's very intense, so a little goes a long way and would not mess with your proportions.

I'd add some vanilla sugar (or another flavoured sugar). If you can't find it in a store, just add a spent/scraped vanilla pod into a small jar of sugar and let it flavour the sugar. In Europe vanilla sugar is used far more often than vanilla extract so you might find it at an import store.

Zest should add flavor. Flavoring the macaron cookie can be challenging, because as you mentioned you don't want to add too much liquid. When I flavor my cookies I stick to dry things (zests, matcha powder, cocoa powder, dried lavender) or a little bit of extract, so I think the zest here should work. But since you almost always eat macaron with filling, I wouldn't worry about the cookie being plain - filling can pack a lot of flavor, and even a plain macaron cookie will have a nutty flavor because of all the almond. But if you want ideas on how to pack flavor into these cookies, what about chocolate cookies with orange buttercream? Also, I would make french buttercream, instead of the one listed here. It's more finicky but I think they have more flavor and the added bonus of using up egg yolks.

The recipe lists dried zest of 1 blood orange is "optional" for the macaron shells.