1) write a script that checks the quality of the price data. You can access any candle with the price() functions - for details look here:
http://manual.zorro-trader.com/price.htm. Time gaps in the data can be found with the date/time functions.
Downloading external data should be normally no problem, but depends of course on the data format and from which price provider you want to download it.
2) bool peak(vars data) { return (data[2] < data[1]) && (data[1] > data[0]); }
bool valley(vars data) { return (data[2] > data[1]) && (data[1] < data[0]); }
3) For zooming in a certain date, use StartDate and EndDate. For more pixels, look here:
http://manual.zorro-trader.com/plotbars.htm4) Check out the equity curve trading example under "Tips&Tricks".