Thank you for your answer but I can confirm it does not work. My broker is not NFA compliant.
When I partially close a trade manually from the broker GUI, for instance 1 lot out of 3 initially opened, my BrokerTrade method returns -1 to tell Zorro 1 lot of this position has been closed, then during the next calls to BrokerTrade it returns 2 but Zorro trading engine does not update the TradeLots value on this trade and keeps the value 3.
When I close this trade through the Zorro GUI by clicking on Stop and Yes to the question "Close open trades?", my BrokerSell2 method gets 3 as nAmount argument showing this trade was not updated.