This is unfortunately the biggest issue with the IG API. Like mentioned in the installation instructions, the best way to avoid these kind of issues is to keep your historical data up to date, and use the PRELOAD flag.
I currently tend to download historical data from FXCM/Oanda before starting strategies. I know this is not optimal, but doing so will avoid the problems you are describing. Doing this allowes me to start both Z12 and Z7.
Adding a threshold for data download would not really help; Zorro expects to get the data it is asking for, and if the plugin doesn't provide, it won't start the strategy.
Using multiple API keys might help for number of requests, but as far as I understand it will not increase the 10000 data point limit for historical data.
