I watched the One Piece movie about Zephyr ( Z ) sensei. In it they explain that someone killed his family and cut his arm off, later becoming a warlord. I searched online, but could not find another movie or episode where they reveal which warlord it was? Although I suspect Doflamingo or Mihawk because only they have cutting related skills.
You haven't missed it, it's just not been revealed yet. We know it's not Doflamingo or Mihawk, because that person became a Warlord during the Timeskip, so it's not Hancock or Kuma either.
The three possibilities are Law, Buggy, and the unrevealed third new Warlord. It's almost certainly not Buggy, as he wouldn't really be able to challenge someone like Z, so it's either Law or the new Warlord, but Law's obsessed with getting back at Doflamingo and almost everything he does is to that end, leaving the most likely man as the mysterious, yet unrevealed, seventh Warlord.