I have setup DNS. Can I remove the via subdomain.zendesk.com in the email to Gmail accounts?
Yes, you can remove the reference to your subdomain in the emails you send by setting up SPF and DKIM. Setting up your SPF and digitally signing your email helps email processors like Gmail identify that it is your domain that is sending the message.
For more information about setting up your SPF for your support address, see the article: Allowing Zendesk to send email on behalf of your email domain.
For more information on how to digitally sign your emails, see the article: Digitally signing your email with DKIM.