Ok I think I fixed this... first, to clear the gap in the chart (not sure why that happened, seems like an MT4 issue) ... I just removed all the .hst files in my MT4 History folder and then restarted the platform.
Even though the visible gap was gone now, Zorro still complained about missing bars. So I did something I remembered that other EAs sometimes need... which is to manually request older M1 data... I scrolled back several days then tried Zorro again.
Now it seems happy!