UPDATE: as of this morning, the MT4 log shows:
'12405204': order sell 0.61 EURUSDm opening at 0.00000 sl: 1.61966 tp 0.00000 failed [Hedge is prohibited]

The original trade is still open, and Zorro does continue to report the 'Can't close' message.

I do use the NFA flag in the strategy.