Hmm, how can you have a real and a demo account open on the same MT4 instance? As far as I know MT4, you have to select one for logging in? In any case that's apparently the reason of the problem.

Please run the following EA:

Code:
int start()
{
  if(IsDemo()) Comment("Demo Account!"); else Comment("Real Account!");  
  return(0);
}


Let me know which comment you see in the left upper corner of the chart.

Edit: Are you sure Zorro was not yet running when you looked for the files? Only MT4 and only one MT4 instance?