Well, your error log from Zorro says: "!TWS Gateway running? Port = 4002"
so it looks as if you have entered 1 as User in Zorro. For Socket port 7496 you need to enter 101 as the User in Zorro. Alternatively you can enter 4002 as the Socket port in the API Settings, of course, and keep User 1 in Zorro.
@jcl: maybe it would be easier to explain in the manual how to apply the SAME Socket port number in both, full TWS and Gateway - to avoid such confusion and surprises as users might switch between Gateway and TWS quite often. Just a thought.