You cannot simply neglect the weight.
The total thrust $T$ is normally provided by a combination of a feed-forward term $T_{FF}$ and a feedback term $T_{FB}$:
$$
T = T_{FF} + T_{FB}.
$$
Ideally, the feed-forward contribution should be designed such that it delivers the effort required to drive the plant toward the target:
$$
T_{FF} = mg + m\ddot{z_d}.
$$
If we replace the expression of $T$ into the dynamical equation of the system, we get:
$$
T_{FB} + m\ddot{z_d} = m\ddot{z}.
$$
The weight is canceled out from the equation (not really, as there is an offset – read below) and if $T_{FB} = 0$, we obtain $\ddot{z}=\ddot{z_d}$ and therefore $z=z_d$.
In reality, we don't know exactly the weight $mg$, thus the feedback $T_{FB}$ needs to compensate for these uncertainties and all the unmodelled quantities. For example, we generally don't have a perfect calibration of the thrust system; hence, the equation that states how to generate $T_{FF}$ from the forces at stake is certainly affected by errors.
The term $T_{FB}$ can be thus chosen to be a PID over the position error. You need the D part for stability reasons because the plant is actually a double integrator, but you need also the I part as there exists a fixed offset between the real weight and its estimate. The integral part I serves right to account for this offset.
Also, notice how $z_d$ cannot be made independent from $\ddot{z_d}$ as it is shown in your control architecture. To make things work properly, we need to enforce that $z_d$ is the output of a double integrator acting on $\ddot{z_d}$. In essence, $z_d$ shouldn't undergo stepwise transitions but rather needs to be shaped correctly.
Finally, you cannot neglect the drag force, which can be usually modeled as a term that depends linearly on the velocity $\dot{z}$.
A somewhat related resource is https://robotics.stackexchange.com/a/19658/6941.
To elaborate more on the part of the gravity, let's refer to the following equation that highlights all the contributions:
$$
m\ddot{z} = -mg + \hat{m}\hat{g} + \hat{m}\ddot{z_d} + T_{FB},
$$
where the terms under hat are estimates.
It's visible how the dynamics is fully decoupled between the double integrator and the remaining terms (there's no drag), namely (1) the weight $-mg$, (2) the counter-weight $\hat{m}\hat{g}$, (3) the desired effort $\hat{m}\ddot{z_d}$, and (3) the feedback $T_{FB}$, which in turn can be considered all as independent inputs.
The system is linear, thus you can leverage the superposition principle to compute the whole response as a summation of the responses to the single inputs.
Thereby, you'll end up considering for your study the mere equation:
$$
m\ddot{z} = u,
$$
where $u$ accounts for a generic input.
The corresponding Laplace transform is:
$$
\frac{z}{u} = \frac{1}{m s^2}
$$
At this point, you ought to study all the dynamic properties of this system and come up with a controller responsible for delivering $T_{FB}$. To this end, you may want to read up this nice review: Naive Control of Double Integrator. The PD approach is one of the proposed solutions that works quite well, actually.
Once you know everything about it, you're simply done as the system will respond equally to your thrust and to the effect of gravity.
Now, if you want to add up feed-forward terms, the effect of gravity will be compensated (not canceled out exactly) beforehand thanks to your estimates $\hat{m}$ and $\hat{g}$. Since estimates cannot be perfect, you need to introduce an integral part as well and transform the PD into a PID.