Yes, your MT4 server has not enough data for the relatively long lookback period of Z12. Thus, Z1, Z2, and Z12 can normally not be traded on this server.

There is a workaround, but it is tricky. You must install the recent 2013 and 2014 price data from the Zorro download page, and set "Preload" in the .ini file. Then Z12 can be traded even on servers with short history.