http://manual.zorro-project.com/lots.htm

There is no "priority". Margin = 0 just means that no new trades are opened. Already open trades stay open and and real and virtual trades stay in sync, which means real trades can still be opened when virtual trades are closed.

If you want to really close trades, you use the Panic slider, not the Margin slider. But you must be aware that this would reduce the profit.