When I may add something, there is an approach that almost never works, and that is randomly starting scripts and clicking buttons. When you want to test Z1 you need to select "Z1" and not "ConvertCSV".

When you get an error message, don't say "Oh my God an error", the message just tells what you need to do. When it says that historical data is missing, you know that you need historical data. Its on the same web page where you downloaded Zorro. Put it in the history folder and the error is fixed.

If you do not want to read the manual, then read only the page about Z1. This will already tell you all for getting started with Z1 and right on top in bold letters you can read that you need historical data for testing, or else it will not work.