I am using the latest release of zorro S 1.96.4 in conjunction with an MT4 broker account. Apparently zorro does not detect any manually closed trades. Looping through all trades using for(open_trades) continues to include trades that were triggered by zorro, but in the mean time have been manually closed. So, is there no way for zorro to detect the actual trades in an MT4 account, especially the ones that were opened by zorro?

Almost all MT4 brokers support detecting actual trades, only NFA accounts don't. If your trades are not detected and you have no NFA account, please contact Support with the details - it might be an issue of your broker.