This is not UAC, but DEP. It causes usually a BEX exception on script execution. For running scripts, such as Zorro strategies, you must disable DEP - look here:

http://manual.zorro-trader.com/brokers.htm#vps

DEP is normally disabled, but sometimes enabled on VPS. It then can crash, dependent on whether the Windows kernel detects that Zorro is running compiled code. If it crashes, then it does so immediately at script start.