Check the socket port: As far as I remember, the full-blown TWS is using 4002 by default while the API Gateway is using 7496 (or vice versa). Both can be changed, of course. I believe you have a mismatch between Zorro and the API settings.
Per the zorro manual I have socket port set to 7496. You can see what I have here:
https://goo.gl/photos/87tchGU6At3ys6KFAWhat should I try next?
Thanks!