First off, there was no need to convert from the first file to the second.

Next, the format string obviously does not match. The manual has the following tip:
Quote
An easy way to generate the Format string is copying a line from the CSV file to the script as a format template, then editing its fields. Replace the year number with %Y, the month with %m, the day with %d, the hour with %H, the minute with %M, the second with %S. Replace prices with f, integer numbers or expiration dates with i, and text with s, ss, or sss,, dependent on the maximum string length. Delete the content of unused fields, but leave the delimiters. Add numbers to the placeholders when their fields in the target dataset are in a different order than in the CSV file (the header file trading.h contains the field numbers for often used structs). For instance, in a dataset in T6 format, the Open is the third price (f3), High is first (f1), Low is second (f2), Close is 4th (f4), and Volume is sixth (f6). Finally, append +, 0, or 2 to the begin of the resulting string dependent on date order and number of header lines. Now you have the correct Format string for parsing the file.

https://zorro-project.com/manual/en/data.htm

Code
Gmt time,Open,High,Low,Close,Volume
02.12.2024 00:00:00.000,1.05439,1.05462,1.05434,1.05456,225740005.5
02.12.2024 00:01:00.000,1.05456,1.05463,1.05431,1.05438,278000000
02.12.2024 00:02:00.000,1.05439,1.05439,1.05398,1.05399,126150001.5
02.12.2024 00:03:00.000,1.05399,1.05406,1.05376,1.05378,190529998.8
So you have month, dot, day, dot, year, space, hour, colon, minute, colon, seconds, comma, and then the fields. And then check the sort order (notice oldest first so you need a plus at the beginning because Zorro needs newest first).