I'm just an observer in this issue (which may affect me some day lol)... but out of curiosity, is it possible that the issue could be related to DDlV's internet connection to FXCM?

For example, have you done any robustness testing with Zorro->FXCM while simulating a flaky connection? Would be easy to do by randomly unplugging the CAT5 connection to your computer (or flipping off wireless connection for example)