Back around 2004 I was a heavy Opera user. One of the things I loved was the Z and A shortcuts to go to the Back and Forward.

I have tried to setup the same shortcuts in Firefox without success (actually, trying to personalize key bindings in Fx is a mess).

Have you seen KeySnail[0]? It's aimed at Emacs users, but you can use it as a general-purpose key binder.

[0]: https://github.com/mooz/keysnail/wiki