When I shoot Zaryas alt fire, then gain energy while that shot is still in the air, will that alt fire increase in damage as well or will it only be the same damage as is when I fired it?
Every point of energy increases the damage of Particle Cannon.
And both the primary fire and the secondary fire are named "Particle Cannon". It's pretty safe to say that yes it does increase the damage.
From there, I do believe that the damage should be calculated on impact. It would be a lot of data to transfer for each projectile individualy. This would reflect the behavior of McCree's ultimate when being buffed.
Short answer :
No. It won't amplify Zarya's damage.
Okay, after testing it (forgot to record it) the result is that Zarya's "grenade's" charge is recorded when fired. Meaning gaining charge after having fired it doesn't change the damage of the bullet. This was probably done to ensure that if the bullet is launched just before Zarya's death, that the damage stays higher than 0.
Please note that every other buffs works the other way around. Mercy buff and Ana's ult work on impact. If the target isn't boosted when the damage is done then the damage boost does not apply.