Actually, deleting the .sys-file resolved the problem - at least the particular problem of the Zorro EA immediately unloading after being added.

However, Zorro now complains it cannot initialize the MT4 bridge. Not sure if it is related, but here is the output from Zorro and MT4, as well as the .sys-file (remove .zip, had to add this to allow it being uploaded).

ZORRO:
Zorro 1.50.2 Trading Automaton
Made with Gamestudio by oP group 2015

Z12s (oP group) ..
ZorroMT4s.dll => MT4 (real) plugin mounted
Login MT4 (real)..
!Can't initialize MT4 bridge!
Check Zorro EA and account number xxxxx
Can't connect!

MT4:
2016.09.15 12:44:21.272 Zorro EURUSD,H4: initialized
2016.09.15 12:44:21.272 Zorro EURUSD,H4: Timer set at 50 ms
2016.09.15 12:44:21.272 Zorro EURUSD,H4: Window handle initialized
2016.09.15 12:44:21.272 Zorro EURUSD,H4: DLL initialized
2016.09.15 12:44:21.256 Zorro EURUSD,H4: Zorro Bridge 1.11 on Real Account xxxxx
2016.09.15 12:44:18.792 Expert Zorro EURUSD,H4: loaded successfully