I was playing around with this last night and the following worked for me...
I created an /etc/udev/rules.d/70-persistent-net.rules with the following contents:
SUBSYSTEM=="ieee80211", ACTION=="add|change", ATTR{macaddress}=="aa:bb:cc:dd:ee:xx", KERNEL=="phy1", \
RUN+="/sbin/iw dev wlan0 del", \
RUN+="/sbin/iw phy phy1 interface add wlan0_station type station", \
RUN+="/sbin/iw phy phy1 interface add wlan0_ap type __ap", \
RUN+="/bin/ip link set wlan0_ap address aa:bb:cc:dd:ee:yy"
Substitute aa:bb:cc:dd:ee:xx with your wlan0 mac address.
For aa:bb:cc:dd:ee:yy select a mac that will be unique on your network. I just took the wlan0 mac and incremented by 1.
After a reboot, ifconfig -a listed wlan0_station and wlan0_ap interfaces.
(My reference for this was this blog post: http://www.0xf8.org/2016/02/using-your-raspberry-pi-zeros-usb-wifi-adapter-as-both-wifi-client-and-access-point/)