Can Zorro run in parallel in TRADEMODE? I mean when running computation does it continue recording ticks that will be processed later on?

That depends on the broker API plugin, but normally missed ticks will not be stored and processed later on. Only the last tick will be processed. If you must do really lengthy computations while live trading, it would make sense to split the task among two Zorros, one for trading and one for the computation.

Thx for your answer, it makes sense to split the tasks indeed.