Non-diagonal (bond) disorder in graphene broadens Landau levels (LLs) in the same way as random potential. The exception is the zeroth LL, $n=0$, which is robust to the bond disorder, since it does not mix different $n=0$ states within a given valley. The mechanism of broadening of the $n=0$ LL is the inter-valley scattering. Several numerical simulations of graphene with bond disorder had established that $n=0$ LL is not only anomalously narrow but also that its shape is very peculiar with three maxima, one at zero energy, $E=0$, and two others at finite energies $pm E$. We study theoretically the structure of the states in $n=0$ LL in the presence of bond disorder. Adopting the assumption that the bond disorder is strongly anisotropic, namely, that one type of bonds is perturbed much stronger than other two, allowed us to get an analytic expression for the density of states which agrees with numerical simulations remarkably well. On the qualitative level, our key finding is that delocalization of $E=0$ state has a dramatic back effect on the density of states near $E=0$. The origin of this unusual behavior is the strong correlation of eigenstates in different valleys.