I discovered that my strategy had a typo that caused the training targets to be irrational. This supports your GIGO perspective.

I discovered the typo by code inspection. The strongest indication for my error would have been if Zorro reported the avg trade time or some statistics about the training targets, during training. I had a certain idea about the ratio of winning/lossing trades (1:1), and the avg trade duration (<24 bars), that would have been violated in the typo situation and set off alarm bells for me if they had only been surfaced in the UI.

Despite it being my typo
I wonder if the fact that Zorro is capable of quietly producing intermediate files that it cannot itself consume bothers you at a basic level.