In the zero-field-cooled exchange bias (ZEB) effect the unidirectional magnetic anisotropy is set at low temperatures even when the system is cooled in the absence of external magnetic field. La1.5Sr0.5CoMnO6 stands out as presenting the largest ZEB reported so far, while for La1.5Ca0.5CoMnO6 the exchange bias field (HEB) is one order of magnitude smaller. Here we show that La1.5Ba0.5CoMnO6 also exhibits a pronounced shift of its magnetic hysteresis loop, with intermediate HEB value in respect to Ca-and Sr-doped samples. In order to figure out the microscopic mechanisms responsible for this phenomena, these compounds were investigated by means of synchrotron X-ray powder diffraction, Raman spectroscopy, muon spin rotation and relaxation, AC and DC magnetization, X-ray absorption spectroscopy (XAS) and X-ray magnetic circular dichroism (XMCD). The parent compound La2CoMnO6 was also studied for comparison, as a reference of a non-ZEB material. Our results show that the Ba-, Ca-and Sr-doped samples present a small amount of phase segregation, and that the ZEB effect is strongly correlated to the system's structure. We also observed that mixed valence states Co 2+ /Co 3+ and Mn 4+ /Mn 3+ are already present at the La2CoMnO6 parent compound, and that Ba 2+ /Ca 2+ /Sr 2+ partial substitution at La 3+ site leads to a large increase of Co average valence, with a subtle augmentation of Mn formal valence. Estimates of the Co and Mn valences from the L-edge XAS indicate the presence of oxygen vacancies in all samples (0.05≤ δ ≤0.1). Our XMCD results show a great decrease of Co moment for the doped compounds, and indicate that the shift of the hysteresis curves for these samples is related to uncompensated antiferromagnetic coupling between Co and Mn. arXiv:1909.05287v1 [cond-mat.mtrl-sci]