The sapphire thing is Nayru's Pearl and you get it from the giant fish, Jabun. Just because there are Zora scales in PH doesn't mean the Rito weren't Zoras at one time. The scales could have just been left behind.
I do believe that the Rito were once the Zora. Perhaps something made them evolve to the forms they are now. Like said, Valoo only gives them the wings, but the bodies like that were already there.
Perhaps they were the Zoras. After all, things got bad in the Sea. Perhaps the found refuge on {name of island Valoo roosts on} and Valoo gave them wings. That's just my guess though.
The Ruto tribe was once the Zora tribe? I've never seen anything like that before. Interesting. So, Lord Valoo is the cause of the Zoras being there no longer, but instead, begin part of the Ruto Tribe?