I've just recently completed downloading all the data for all the pairs I'm interested in right now, including re-downloading years that were incomplete for whatever reason. Here are some tips I learned (using Zorro 1.12.1):

First, make sure Zorro is set to use an FXCM account, not MT4. I think I read somewhere that MT4 accounts do not provide adequate history.

Then, what I do is I go into the Zorro\History folder and move ALL files for the particular asset I'm working on into a temporary folder (for example, if I currently have 2008-2013 on AUDCHF but want some older years, I will do this so that Zorro cannot see any of AUDCHF)

Then just fire up the Download script and tell it to loadHistory on the pair(s) and year(s) you want. Due to the bug mentioned elsewhere in v1.12.1, it "sometimes" hiccups at the first attempt while subscribing the asset. But a second attempt will usually give you what you want.

After the new .bar files are downloaded, I re-integrate all the rest of the .bar files that were temporarily moved aside.

Hope this helps. Worked pretty reliably for me.