Problem solved!
When you create a real account you get also a demo account which never expires. And this demo account will be recognized as a real account within MT4. I just created a new demo account. Those will only stay active for 30 days but this is a 'real' demo account and Zorro now runs as it should!
I will contact AT and tell them what shi.... they have done.
I really appreciate your help in solving the problem!!!
PS: ... and i really hoped to find a bug within Zorro
Think others with ActivTrades accounts will suffer the same as i did ...