In the next Zorro update the error can be suppressed, so the system can be started nevertheless - but of course it will not work correctly when a part of the price history is missing. You must either reduce the lookback period, or not use UK100 when the broker does not allow such long lookback periods for that asset.

Another solution would be PRELOAD, but then you must use FXCM history data although you're not trading with FXCM. Especially for CFDs, history data between different brokers can differ, so that is not an ideal solution either.