Ok, I find out the cause. It seems for this particular broker's Demo account, it does not set the demo flag inside MT4 correctly, so the IsDemo() will always return false. If Zorror MT4 bridge is using this function to tell whether an account is a demo or live, then it will fail.

Basically, if anyone from Austrlia wants to test out the Zorro using a demo account then they might better using a different broker.