Or I can set the Lookback period to a ridiculously large number, then check lookback required, then call quit(+) and set lookback to the small number. (I'm guessing Zorro does some dummy buffer trick anyways.)

Yes, that could work.

One more question: I see that checkLookBack is used in indicators.c but is not documented. I assume that it sets LookBackNeeded, but does it return anything useful?

It returns LookBackNeeded, but you can also access that variable directly.