We are working on a KSZ9031 Ethernet PHY with a Zynq 7020. I don't know where connect the CLK125 signal on a Zynq 7020. What is the use of this signal ?
It shouldn't be necessary to connect the CLK125 line to anything on the Zynq7020. We have had success in our implementation just leaving it as a no-connect on the PHY.
See also Sheet 6 of the Zedboard Schematics where they do something similar. Zedboard Schematics